[R] Testing general hypotheses on regression coefficients

Chris bonsxanco at yahoo.com
Sat Sep 6 04:17:06 CEST 2014


Hi.

Say I have a model like

y = a + B1*x1 + B2*x2 + B3*x3 + B4*x4 + e

and I want to test

H0: B2/B1 = 0

or

H0: B2/B1=B4/B3

(whatever H1). How can I proceed?

I now about car::linearHypothesis, but I can't figure out a way to do the 
tests above.

Any hint?

Thanks.

C



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