On Jan 27, 2012, at 4:10 PM, Michael wrote:
I changed the notation for data from x to z...
That's it. Should be very clear now... Thanks!
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
y1 = A1+ x1 * B1 + epsilon_1
y2 = A2 + x2 * B2 + epsilon_2
H0: B1 and B2 are statistically significally different...
So in hopes of clarifying, ....So you want to test whether estimated
slopes are different after you slide a data-window one unit to the
right on the y-scale. Are you willing to say anything else about the
mathematical properties of Y? is it for instance measured at equal
time intervals?
--
On Fri, Jan 27, 2012 at 2:41 PM, Mark Leeds <marklee...@gmail.com>
wrote:
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(n＋1).
beta1 is obtained from regressing x1 to xn onto 1 to n.
beta2 is obtained from regressing x2 to x(n＋1) 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]]
.
David Winsemius, MD
West Hartford, CT
______________________________________________
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.
