[R] Testing a linear hypothesis after maximum likelihood

From: Peter Muhlberger <pmuhl1848_at_gmail.com>
Date: Fri 23 Dec 2005 - 10:03:20 EST


I'd like to be able to test linear hypotheses after setting up and running a model using optim or perhaps nlm. One hypothesis I need to test are that the average of several coefficients is less than zero, so I don't believe I can use the likelihood ratio test.

I can't seem to find a provision anywhere for testing linear combinations of coefficients after max. likelihood.

Cheers & happy holidays,

Peter



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