desk (version 1.1.2)

par.t.test: t-Test on Estimated Parameters of a Linear Model

Description

Performs a t-test on a single parameter hypothesis or a hypothesis containing a linear combination of parameters of a linear model. The object of test results returned by this command can be plotted using the plot() function.

Usage

par.t.test(
  mod,
  data = list(),
  nh,
  q = 0,
  dir = c("both", "left", "right"),
  sig.level = 0.05,
  details = FALSE,
  hyp = TRUE
)

Value

A list object including:

hyp	character matrix of hypotheses (if hyp = TRUE).
nh	null hypothesis as parameters of a linear combination (for internal purposes).
lcomb	the linear combination of parameters tested.
results	a data frame of basic test results.
std.err	standard error of the linear estimator.
nulldist	type of the null distribution with its parameters.

Arguments

mod

model object estimated by ols() or lm().

data

name of the data frame to be used if mod is a formula and the variables are not present in the environment.

nh

vector of the coefficients of the linear combination of parameters.

q

value on which parameter (combination) is to be tested against. Default value: q = 0.

dir

direction of the hypothesis: "both", "left", "right", Default value: "both".

sig.level

significance level. Default value: sig.level = 0.05.

details

logical value indicating whether specific details about the test should be returned.

hyp

logical value indicating whether the Hypotheses should be returned.

Examples

## Test H1: "phos + nit <> 1"
fert.est <- ols(barley ~ phos + nit, data = log(data.fertilizer))
x = par.t.test(fert.est, nh = c(0,1,1), q = 1, details = TRUE)
x # Show the test results

plot(x) # Visualize the test result

## Test H1: "phos > 0.5"
x = par.t.test(fert.est, nh = c(0,1,0), q = 0.5, dir = "right")
plot(x)