# par.t.test: t-Test on Estimated Parameters of a Linear Model In desk: Didactic Econometrics Starter Kit

 par.t.test R Documentation

## 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
)
``````

### 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.

### 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.

### 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)

``````

desk documentation built on May 29, 2024, 6:05 a.m.