It looks like you might be asking for the anova() on two models. M1 <- lm(y ~ x1 + x2 + x3, data=something) M2 <- lm(y ~ x2 + x3, data=something) anova(M1, M2)
Please send a reproducible example to the list if more detail is needed. Rich On Thu, Jan 26, 2012 at 11:59 PM, Michael <[email protected]> wrote: > Hi al, > > I am looking for a R command to test the difference of two linear > regressoon betas. > > Lets say I have data x1, x2...x(nï¼1). > beta1 is obtained from regressing x1 to xn onto 1 to n. > > beta2 is obtained from regressing x2 to x(nï¼1) onto 1 to n. > > Is there a way in R to test whether beta1 and beta2 are statistically > different? > > Thanks a lot! > > [[alternative HTML version deleted]] > > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > > [[alternative HTML version deleted]]
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
