On Monday, September 8, 2014 6:46 PM, Greg Snow <538...@gmail.com> wrote:
> [very good suggestions]
Thank you Greg for dedicating some time to my problem and giving
advice on how I can tackle the issue. It is very appreciated.
Unfortunately I think I will use another program for my original
pro
On Sunday, September 7, 2014 5:47 PM, peter dalgaard wrote:
> On 06 Sep 2014, at 12:24 , bonsxanco wrote:
>
> >>
> >> 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0;
> >
> > EViews (econometrics program) doesn't have the same opinion:
> >
> > Wald test on my real model (edited):
> >
Others have discussed some of the theoretical approaches (delta
method), but as has also been pointed out, this is a mailing list
about R, not theory, so here are some approaches to your question from
the approach of those of us who like programming R more than
remembering theory.
I assume that on
On 06 Sep 2014, at 12:24 , bonsxanco wrote:
>>
>> 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0;
>
> EViews (econometrics program) doesn't have the same opinion:
>
> Wald test on my real model (edited):
>
> * H0: B3/B2 = 0 -> F-stat = 37.82497
> * H0: B3 = 0-> F-stat = 16.31689
Scott said:
> car::deltaMethod
I said:
> I just gave a quick look and searched about delta method, but I can't
> see how it would help in testing the restrictions above.
Actually it seems that it should be the way to go: I just noticed under the
EViews Wald test window the message "Delta met
Hi.
First of all, thanks to all who have replied.
> 1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0;
EViews (econometrics program) doesn't have the same opinion:
Wald test on my real model (edited):
* H0: B3/B2 = 0 -> F-stat = 37.82497
* H0: B3 = 0-> F-stat = 16.31689
> 2) I suspect
Hi Chris,
> On Fri, Sep 5, 2014 at 7:17 PM, Chris wrote:
> Hi.
>
> Say I have a model like
>
> y = a + B1*x1 + B2*x2 + B3*x3 + B4*x4 + e
>
> and I want to test
>
> H0: B2/B1 = 0
As noted by Bert, think about this.
> or
>
> H0: B2/B1=B4/B3
>
> (whatever H1). How can I proceed?
>
> I now about ca
Well:
1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0;
2) I suspect you would need to provide more context for the other, as
you may be going about this entirely incorrectly (have you consulted a
local statistician?): your nonlinear hypothesis probably can be made
linear under the right para
parametric bootstrap test.
Just ideas. Good luck.
Søren
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Chris
Sent: 6. september 2014 04:17
To: r-h...@stat.math.ethz.ch
Subject: [R] Testing general hypotheses on regression
Hi.
Say I have a model like
y = a + B1*x1 + B2*x2 + B3*x3 + B4*x4 + e
and I want to test
H0: B2/B1 = 0
or
H0: B2/B1=B4/B3
(whatever H1). How can I proceed?
I now about car::linearHypothesis, but I can't figure out a way to do the
tests above.
Any hint?
Thanks.
C
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