nhst: Hypothesis Test for Estimates of Regression Coefficients

In jeksterslabds/jeksterslabRlinreg: Jekster's Lab Linear Regression Utilities

Description

Hypothesis Test for Estimates of Regression Coefficients

Usage

nhst(betahat, sehatbetahat, n, k)

Arguments

betahat	Numeric vector of length k or k by 1 matrix. The vector \boldsymbol{\hat{β}} is a k \times 1 vector of estimates of k unknown regression coefficients.
sehatbetahat	Numeric vector. Standard errors of regression coefficients.
n	Integer. Sample size.
k	Integer. Number of regressors including a regressor whose value is 1 for each observation on the first column.

Value

Returns a matrix with the following columns

coef

Coefficients.

se

Standard error.

t

t-statistic.

p

p-value.

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other hypothesis testing functions: .anovatable(), anovatable(), ci()

jeksterslabds/jeksterslabRlinreg documentation built on Jan. 7, 2021, 8:30 a.m.