Hi Chris, > On Fri, Sep 5, 2014 at 7:17 PM, Chris <bonsxa...@yahoo.com> 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 car::linearHypothesis, but I can't figure out a way to do the > tests above. > > Any hint? Take a look at car::deltaMethod. I suggest you study the theory of the delta method. If you happen to have taken a graduate statistics/econometrics class it should not be difficult and can provide some insights. If not, at least consider that the delta method can lead to misleading estimates (biased standard errors) in many cases for finite samples. You might want to run some simulations to get a feel for it. Best, Scott -- Scott Kostyshak Economics PhD Candidate Princeton University ______________________________________________ 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.
