Testing Estimated Coefficients

A convenience function for univariate testing via z- and t-tests of estimated model coefficients

cftest(model, parm, test = univariate(), ...)

Arguments

model

a fitted model.

parm

a vector of parameters to be tested, either a character vector of names or an integer.

test

a function for computing p values, see summary.glht.

...

additional arguments passed to summary.glht.

Details

The usual z- or t-tests are tested without adjusting for multiplicity.

Value

An object of class summary.glht.

See also

coeftest

Examples

  lmod <- lm(dist ~ speed, data = cars)
  summary(lmod)
#> 
#> Call:
#> lm(formula = dist ~ speed, data = cars)
#> 
#> Residuals:
#>     Min      1Q  Median      3Q     Max 
#> -29.069  -9.525  -2.272   9.215  43.201 
#> 
#> Coefficients:
#>             Estimate Std. Error t value Pr(>|t|)    
#> (Intercept) -17.5791     6.7584  -2.601   0.0123 *  
#> speed         3.9324     0.4155   9.464 1.49e-12 ***
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 15.38 on 48 degrees of freedom
#> Multiple R-squared:  0.6511,	Adjusted R-squared:  0.6438 
#> F-statistic: 89.57 on 1 and 48 DF,  p-value: 1.49e-12
#> 
  cftest(lmod)
#> 
#> 	 Simultaneous Tests for General Linear Hypotheses
#> 
#> Fit: lm(formula = dist ~ speed, data = cars)
#> 
#> Linear Hypotheses:
#>                  Estimate Std. Error t value Pr(>|t|)    
#> (Intercept) == 0 -17.5791     6.7584  -2.601   0.0123 *  
#> speed == 0         3.9324     0.4155   9.464 1.49e-12 ***
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> (Univariate p values reported)
#>