On Wed, 9 Nov 2005, Gao Fay wrote: > Hi there, > > Suppose mu is constant, and error is normally distributed with mean 0 and > fixed variance s. I need to find a statistics that: > Y_i = mu + beta1* I1_i beta2*I2_i + beta3*I1_i*I2_i + +error, where I_i is 1 > Y_i is from group A, and 0 if Y_i is from group B. > > It is large when beta1=beta2=0 > It is small when beta1 and/or beta2 is not equal to 0 > > How can I find it by R? Thank you very much for your time.
That's a funny question. Usually we want a statistic that is small when beta1=beta2=0 and large otherwise. Why not compute the usual F statistic for the null beta1=beta2=0 and then use 1/F as your statistic? Mike ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html