rhypothesis-test

Hypothesis test


I need to test the difference between two coefficients (I have two different regressions), how I did:

car<- mtcars


first<- lm(formula =  vs ~ gear + carb,
                 data = car)

second<- lm(formula =  vs ~ gear + disp,
           data = car)


coef_diff <- coef(first)["gear"] - coef(second)["gear"]
t.test(coef(first)["gear"], coef(second)["gear"],choice= "two.side",var.equal= TRUE)

The message I receveid:

Error in t.test.default(coef(first)["gear"], coef(second)["gear"], choice = "two.side",  : 
number insufficient of observations 

Solution

  • You could use the linearHypothesis function from the car package, which can test whether two coefficients in the same model are equal.

    third <- lm(formula =  vs ~ gear + carb + disp, data = car)
    
    car::linearHypothesis(third, "carb = disp")
    

    Linear hypothesis test
    
    Hypothesis:
    carb - disp = 0
    
    Model 1: restricted model
    Model 2: vs ~ gear + carb + disp
    
      Res.Df    RSS Df Sum of Sq      F  Pr(>F)  
    1     29 3.4685                              
    2     28 3.1136  1   0.35489 3.1914 0.08486 .