Hi Richard: I read michael's question as meaning that he says two univariate no intercept regression model where the predictor data is different in each model so that
x1 = x_11,x_12,......... x_1n x2 = x_21, x_22,......... x_2n y = y_1, .....y_n y = x1 * B1 + epsilon_1 y = x2 * B2 + epsilon_2 and he wants to see which coefficient ( B1 or B2 ) "works" better. But I could be wrong which I only realized after reading your recommendation. michael: if i'm wrong, then disregard the paper reference that I sent earlier. Mark On Fri, Jan 27, 2012 at 2:29 PM, Richard M. Heiberger <r...@temple.edu>wrote: > 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 <comtech....@gmail.com> 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]] > > > > > > ______________________________________________ > > R-help@r-project.org 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]] > > > ______________________________________________ > R-help@r-project.org 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. > > [[alternative HTML version deleted]]
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