[R] GLM Logit and coefficient testing (linear combination)

From: David STADELMANN <david.stadelmann_at_unifr.ch>
Date: Mon 19 Dec 2005 - 03:32:21 EST


Hi,

I am running glm logit regressions with R and I would like to test a linear combination of coefficients (H0: beta1=beta2 against H1: beta1<>beta2). Is there a package for such a test or how can I perform it otherwise (perhaps with logLik() ???)?

Additionally I was wondering if there was no routine to calculate pseudo R2s for logit regressions. Currently I am calculating the pseudo R2 by comparing the maximum value of the log-Likelihood-function of the fitted model with the maximum log-likelihood-function of a model containing only a constant. Any better ideas?

Thanks a lot for your help.
David

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David Stadelmann
Seminar für Finanzwissenschaft
Université de Fribourg
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