[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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