[R-lang] comparing regression coefficients

[Lngmyers]

James S. Adelman wrote:

> If I've understood your question correctly, you are asking about a linear
> regression model with response, say z, and two predictors x and y:
> 
> K: z = a  +  mx  +  ny  +  error
> 
> and you wish to know whether H0: m=n.  If so, anova(lm(z~x+y),lm(z~I(x+y)))
> should be valid under the usual conditions.

Clever. I'll have to think this through a bit more to see if it's doing 
what I want (it gives much lower p values than my resampling code, which 
may well be flawed anyway). One test I've done is generate 10000 random 
data sets, and as expected, your method has around 5% of the samples 
showing a significant difference when alpha = 0.05.

Do you have anything to cite for this...?

-- 
James Myers
Graduate Institute of Linguistics
National Chung Cheng University
168 University Road, Min-Hsiung
Chia-Yi 62102
TAIWAN
Email:  Lngmyers at ccu.edu.tw
Web:    http://www.ccunix.ccu.edu.tw/~lngmyers/
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