[R] GLM Logit and coefficient testing (linear combination)

roger koenker roger at ysidro.econ.uiuc.edu
Sun Dec 18 17:38:45 CET 2005


see ?anova.glm

On Dec 18, 2005, at 10:32 AM, David STADELMANN wrote:

> Hi,
>
> I am running glm logit regressions with R and I would like to test a
> linear combination of coefficients (H0: beta1=beta2 against H1:
> beta1<>beta2). Is there a package for such a test or how can I perform
> it otherwise (perhaps with logLik() ???)?
>
> Additionally I was wondering if there was no routine to calculate  
> pseudo
> R2s for logit regressions. Currently I am calculating the pseudo R2 by
> comparing the maximum value of the log-Likelihood-function of the  
> fitted
> model with the maximum log-likelihood-function of a model containing
> only a constant. Any better ideas?
>
> Thanks a lot for your help.
> David
>
> ######################################
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