[R] F-test where the coefficients in the H_0 is nonzero
John
mi@ojpm @ending from gm@il@com
Thu Aug 2 10:30:44 CEST 2018
Hi,
I try to run the regression
y = beta_0 + beta_1 x
and test H_0: (beta_0, beta_1) =(0,1) against H_1: H_0 is false
I believe I can run the regression
(y-x) = beta_0 +beta_1‘ x
and do the regular F-test (using lm functio) where the hypothesized
coefficients are all zero.
Is there any function in R that deal with the case where the
coefficients are nonzero?
John
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