Dear Johan,
It's generally a good idea to keep the conversation on r-help to allow
list members to follow it, and so I'm cc'ing this response to the list.
I hope that it's clear that car::linearHypothesis() computes the test as
a Wald test of a linear hypothesis and not as a likelihood-ratio
Dear Johan,
On 2020-09-17 9:07 a.m., Johan Lassen wrote:
Dear R-users,
I am using the R-function "linearHypothesis" to test if the sum of all
parameters, but the intercept, in a multiple linear regression is different
from zero.
I wonder if it is statistically valid to use the linearHypothesis
Dear R-users,
I am using the R-function "linearHypothesis" to test if the sum of all
parameters, but the intercept, in a multiple linear regression is different
from zero.
I wonder if it is statistically valid to use the linearHypothesis-function
for this?
Below is a reproducible example in R. A
Dear Katharina,
There's no specific method for linearHypothesis() for objects produced by
plm(), but as you say, the default method seems to work. For example, following
example(plm):
-- snip ---
> linearHypothesis(zz, names(coef(zz)), test="F")
Linear hypothesis test
Hypothes
Dear Community,
unfortunately I can´t give you an reproducable example, because I really do
not understand why this messages pops up.
I estimate an Fixed Effects Modell, controlling for HAC, because F-statistic
changes, I want to compute it, for the other model-specifications it works,
But for t
Dear John,
Thank you very much for your help - I really appreciate it. Sorry the
questions was obviously rather basic, I did consult the ?linearHypothesis
file but haven't worked with matchCoefs() before so didn't quite see how I
could use it. Anyway, many thanks and much appreciated,
Alex
--
V
Dear Alex,
As explained in ?linearHypothesis, you can use matchCoefs() in the second
argument:
linearHypothesis(reg, matchCoefs(reg, "year") , vcov=vcovHC(reg, "HC1"))
In addition, you can set the argument white.adjust="hc1" as an alternative to
using the vcov argument. Finally, in this ca
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, b
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