now i'm confused because you first use y_1, y_2 and then use y later. I would take a look at that earlier paper i mentioned. I think it's along the lines of what you want. Unfortunately. I don't have a computer copy of it. I got it from a library service where I once worked.
mark On Fri, Jan 27, 2012 at 3:35 PM, Michael <[email protected]> wrote: > Thanks all. > > Here are a more clear statement of my question: > > Data: z1, z2, ..., z_{n+1} > > y1 = z_1,z_2,......... z_n > y2 = z_2, z_3,......... z_{n+1} > > x1 = 1, ..., n > x2 = 1, ..., n > > y = A1+ x1 * B1 + epsilon_1 > y = A2 + x2 * B2 + epsilon_2 > > H0: B1 and B2 are statistically significally different... > > Any more thoughts? > > Thanks a lot! > > On Fri, Jan 27, 2012 at 1:39 PM, Mark Leeds <[email protected]> wrote: > >> Hi Richard: I read michael's question as meaning that he says two >> univariate no intercept >> regression model where the predictor data is different in each model so >> that >> >> x1 = x_11,x_12,......... x_1n >> x2 = x_21, x_22,......... x_2n >> y = y_1, .....y_n >> >> y = x1 * B1 + epsilon_1 >> y = x2 * B2 + epsilon_2 >> >> and he wants to see which coefficient ( B1 or B2 ) "works" better. But I >> could be wrong >> which I only realized after reading your recommendation. michael: if i'm >> wrong, then disregard the paper reference that I sent earlier. >> >> >> Mark >> >> >> >> On Fri, Jan 27, 2012 at 2:29 PM, Richard M. Heiberger >> <[email protected]>wrote: >> >>> It looks like you might be asking for the anova() on two models. >>> >>> M1 <- lm(y ~ x1 + x2 + x3, data=something) >>> M2 <- lm(y ~ x2 + x3, data=something) >>> anova(M1, M2) >>> >>> Please send a reproducible example to the list if more detail is needed. >>> >>> Rich >>> >>> On Thu, Jan 26, 2012 at 11:59 PM, Michael <[email protected]> wrote: >>> >>> > Hi al, >>> > >>> > I am looking for a R command to test the difference of two linear >>> > regressoon betas. >>> > >>> > Lets say I have data x1, x2...x(nï¼1). >>> > beta1 is obtained from regressing x1 to xn onto 1 to n. >>> > >>> > beta2 is obtained from regressing x2 to x(nï¼1) onto 1 to n. >>> > >>> > Is there a way in R to test whether beta1 and beta2 are statistically >>> > different? >>> > >>> > Thanks a lot! >>> > >>> > [[alternative HTML version deleted]] >>> > >>> > >>> > ______________________________________________ >>> > [email protected] mailing list >>> > https://stat.ethz.ch/mailman/listinfo/r-help >>> > PLEASE do read the posting guide >>> > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> >>> <http://www.r-project.org/posting-guide.html> >>> >>> > and provide commented, minimal, self-contained, reproducible code. >>> > >>> > >>> >>> [[alternative HTML version deleted]] >>> >>> >>> ______________________________________________ >>> [email protected] mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> >>> and provide commented, minimal, self-contained, reproducible code. >>> >>> >> > [[alternative HTML version deleted]]
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
