Re: [R] Is there a R command for testing the difference of two liear regressions?

[Michael]

Thanks all.

Here are a more clear statement of my question:

Data: z1, z2, ..., z_{n+1}

y1 = z_1,z_2,.........  z_n
y2 = z_2, z_3,......... z_{n+1}

x1 = 1, ..., n
x2 = 1, ..., n

y = A1+ x1 * B1 + epsilon_1
y = A2 + x2 * B2 + epsilon_2

H0: B1 and B2 are statistically significally different...

Any more thoughts?

Thanks  a lot!

On Fri, Jan 27, 2012 at 1:39 PM, Mark Leeds <marklee...@gmail.com> wrote:

> 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(n＋1).
>> > beta1 is obtained from regressing x1 to xn onto 1 to n.
>> >
>> > beta2 is obtained from regressing x2 to x(n＋1) 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]]
>> >
>> >
>> > ______________________________________________
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>> <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
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>> PLEASE do read the posting guide
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>>
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