now i'm confused because you first use y_1, y_2 and then use y later. I
would take
a look at that earlier paper i mentioned. I think it's along the lines of
what you want. Unfortunately. I don't have a computer copy of it. I got it
from a library service where I once worked.
mark
On Fri, Jan 27, 2012 at 3:35 PM, Michael <comtech....@gmail.com> wrote:
> 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(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<http://www.r-project.org/posting-guide.html>
>>> <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<http://www.r-project.org/posting-guide.html>
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>
>
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