c********8
发帖数: 5 | 1 我有一个线性回归的问题,请高手教我。
Model; Y=β0 + β1X1+ β2X2 + ε.
I want to test the hypothesis:
H0: β1 + β2= 1 vs Ha: β1 + β2 not equal to 1.
What test statistic I should use and what is its distribution? | d*********a
发帖数: 255 | 2 F-dist
【在 c********8 的大作中提到】
: 我有一个线性回归的问题,请高手教我。
: Model; Y=β0 + β1X1+ β2X2 + ε.
: I want to test the hypothesis:
: H0: β1 + β2= 1 vs Ha: β1 + β2 not equal to 1.
: What test statistic I should use and what is its distribution?
| c********8
发帖数: 5 | 3 那和
test H0: β1=β2= 0 vs Ha: β1,β2 not equal to 0
有什么区别呢？F(df?,df?) | o******6
发帖数: 538 | 4 Ha should be "at least one coefficent is not equal to 0"
You can use wald test or likelihood ratio test;
【在 c********8 的大作中提到】
: 那和
: test H0: β1=β2= 0 vs Ha: β1,β2 not equal to 0
: 有什么区别呢？F(df?,df?)
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