[R] How to find statistics like that.

[Mike Miller]

On Wed, 9 Nov 2005, Gao Fay wrote:

> Hi there,
>
> Suppose mu is constant, and error is normally distributed with mean 0 and 
> fixed variance s. I need to find a statistics that:
> Y_i = mu + beta1* I1_i beta2*I2_i + beta3*I1_i*I2_i + +error, where I_i is 1 
> Y_i is from group A, and 0 if Y_i is from group B.
>
> It is large when  beta1=beta2=0
> It is small when beta1 and/or beta2 is not equal to 0
>
> How can I find it by R? Thank you very much for your time.


That's a funny question.  Usually we want a statistic that is small when 
beta1=beta2=0 and large otherwise.

Why not compute the usual F statistic for the null beta1=beta2=0 and then 
use 1/F as your statistic?

Mike