我正在尝试在R:中运行联合显著性测试
library(car)
data("mtcars")
mylm <- lm(mpg ~ qsec + gear + am + am:qsec + am:hp, data=mtcars)
linearHypothesis(mylm, c("am + am:qsec + am:hp"))
但我最终总是会出现这样的错误:
Error in constants(lhs, cnames_symb) :
The hypothesis "am + am:qsec + am:hp" is not well formed: contains bad coefficient/variable names.
我想测试的是
am+am:qsec+am:hp=0
我在文档中发现了如何测试所有交互项:
linearHypothesis(mylm, matchCoefs(mylm, ":"), verbose=TRUE)
但我想一起测试交互术语和级别术语。这可能吗?
只需注意
mylm$coefficients
# (Intercept) qsec gear am qsec:am am:hp
# -12.2376256 0.8891289 4.1170265 -19.4050359 1.5298394 -0.0316123
具有CCD_ 1而不是CCD_。然后
linearHypothesis(mylm, c("am + qsec:am + am:hp"))
确实有效,但这种排序并不明显。例如,
lm(mpg ~ am:qsec + am:hp, data = mtcars)$coef
# (Intercept) am:qsec am:hp
# 17.1256930 0.7542508 -0.0456892