Hypothesis Test for Estimates of Regression Coefficients

Hypothesis Test for Estimates of Regression Coefficients

nhst(betahat, sehatbetahat, n, k)

Arguments

betahat	Numeric vector of length k or k by 1 matrix. The vector \(\boldsymbol{\hat{\beta}}\) 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.

See also

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

Author

Ivan Jacob Agaloos Pesigan