I don't know what is available in R but a relevant paper that provides a test is by
Hotelling, H ( September, 1940 ) "The Selection of Variates For Use in Prediction With Some Comments On The General Problem of Nuisance Parameters". Annals of Mathematical Statistics, 11, 271-283. 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 > 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.
