# waldt: T-test for the difference in 2 regression parameters In rockchalk: Regression Estimation and Presentation

## Description

This is the one the students call the "fancy t test". It is just the simplest, most easy to use version of the t test to decide if 2 coefficients are equal. It is not as general as other functions in other packages. This is simpler to use for beginners. The `car` package's function `linearHypothesis` is more general, but its documentation is much more difficult to understand. It gives statistically identical results, albeit phrased as an F test.

## Usage

 ```1 2``` ```waldt(parm1, parm2, model, model.cov = NULL, digits = getOption("digits")) ```

## Arguments

 `parm1` A parameter name, in quotes! `parm2` Another parameter name, in quotes! `model` A fitted regression model `model.cov` Optional, another covariance matrix to use while calculating the test. Primarily used for robust (or otherwise adjusted) standard errors `digits` How many digits to print? This affects only the on-screen printout. The return object is numeric, full precision.

## Details

I did this because we have trouble understanding terminology in documentation for more abstract functions in other R packages.

It has an additional feature, it can import robust standard errors to conduct the test.

## Value

A vector with the difference, std. err., t-stat, and p value. Prints a formatted output statement.

## Author(s)

Paul Johnson <pauljohn@ku.edu>

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ```mdat <- data.frame(x1 = rnorm(100), x2 = rnorm(100)) stde <- 2 mdat\$y <- 0.2 * mdat\$x1 + 0.24 * mdat\$x2 + stde * rnorm(100) m1 <- lm(y ~ x1 + x2, data = mdat) waldt("x1", "x2", m1) waldt("x1", "x2", m1, digits = 2) ## Returned object is not "rounded characters". It is still numbers stillnumeric <- waldt("x1", "x2", m1, digits = 2) stillnumeric ## Equivalent to car package linearHypothesis: if(require(car)){ linearHypothesis(m1, "x1 = x2") } ## recall t = sqrt(F) for a 1 degree of freedom test. ## If we could understand instructions for car, we probably ## would not need this function, actually. ```

rockchalk documentation built on May 2, 2019, 5:09 a.m.