R语言Wald检验两变量回归系数是否相等

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请问一下大家

R语言Wald检验两变量回归系数是否相等问题，具体代码应该怎么写呀？

R里面给出的示例都是变量为0的情况，不知道两个变量系数相等应该怎么检验。

比如这里Yi=β0+β1*x1i+β2*x2i+β3*x3i+εi，想检验H0：β2=β3

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关键词：wald检验 回归系数 Wald R语言 变量系数

看linearHypothesis命令里面的例子

1. Examples
   
2. mod.davis <- lm(weight ~ repwt, data=Davis)
   
3. 
   
4. ## the following are equivalent:
   
5. linearHypothesis(mod.davis, diag(2), c(0,1))
   
6. linearHypothesis(mod.davis, c("(Intercept) = 0", "repwt = 1"))
   
7. linearHypothesis(mod.davis, c("(Intercept)", "repwt"), c(0,1))
   
8. linearHypothesis(mod.davis, c("(Intercept)", "repwt = 1"))
   
9. 
   
10. ## use asymptotic Chi-squared statistic
    
11. linearHypothesis(mod.davis, c("(Intercept) = 0", "repwt = 1"), test = "Chisq")
    
12. 
    
13. 
    
14. ## the following are equivalent:
    
15.   ## use HC3 standard errors via white.adjust option
    
16. linearHypothesis(mod.davis, c("(Intercept) = 0", "repwt = 1"),
    
17.     white.adjust = TRUE)
    
18.   ## covariance matrix *function*
    
19. linearHypothesis(mod.davis, c("(Intercept) = 0", "repwt = 1"), vcov = hccm)
    
20.   ## covariance matrix *estimate*
    
21. linearHypothesis(mod.davis, c("(Intercept) = 0", "repwt = 1"),
    
22.     vcov = hccm(mod.davis, type = "hc3"))
    
23. 
    
24. mod.duncan <- lm(prestige ~ income + education, data=Duncan)
    
25. 
    
26. ## the following are all equivalent:
    
27. linearHypothesis(mod.duncan, "1*income - 1*education = 0")
    
28. linearHypothesis(mod.duncan, "income = education")
    
29. linearHypothesis(mod.duncan, "income - education")
    
30. linearHypothesis(mod.duncan, "1income - 1education = 0")
    
31. linearHypothesis(mod.duncan, "0 = 1*income - 1*education")
    
32. linearHypothesis(mod.duncan, "income-education=0")
    
33. linearHypothesis(mod.duncan, "1*income - 1*education + 1 = 1")
    
34. linearHypothesis(mod.duncan, "2income = 2*education")

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蓝色 发表于 2020-8-12 12:23
看linearHypothesis命令里面的例子

谢谢！原来linearHypothesis用的就是wald检验

会发光的智智 发表于 2020-8-13 12:57
谢谢！原来linearHypothesis用的就是wald检验

你好，你的解决了吗？我用了之后出现了Error: $ operator not defined for this S4 class