Hi everyone, I'm sure this is pretty basic but I couldn't find a clear example of how to do this. I'm running a regression, say: reg <- lm(Y ~ x1 + year) where x1 is a continuous variable and year is a factor with various year levels. Individually, each year factor variable is not significant, but I have a suspicion they are jointly significant. I can't figure out how to run a linearHypothesis test with a factor, i.e. linearHypothesis(reg, ??? year=0 ??? , vcov=vcovHC(reg, , "HC1"))
Would be very much appreciated. Many thanks, Alex -- View this message in context: http://r.789695.n4.nabble.com/linearHypothesis-and-factors-tp4635814.html Sent from the R help mailing list archive at Nabble.com. [[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.
