回帰モデルにおける線形制約のFテスト (アウトプット)
************************************************* Unconstrained Model ************************************************* est. coeff. std. err. t-value p-value beta1 -3.5265 1.7744 -1.9875 0.048821 beta2 0.72039 0.017466 41.244 3.2995e-080 beta3 0.43634 0.29105 1.4992 0.13607 beta4 -0.21989 0.33943 -0.64782 0.51816 beta5 0.42652 0.10037 4.2495 3.8888e-005 R^2 R^2-adj. 0.92596 0.92384 estimated variance of error: 0.15394 ************************************************* Constrained Model (B3+B4+B5=1) ************************************************* est. coeff. std. err. t-value p-value beta1 -4.6908 0.88487 -5.3011 4.3420e-007 beta2 0.72069 0.017436 41.334 1.0869e-080 beta3 0.59291 0.20457 2.8983 0.0043523 beta4 -0.0073811 0.19074 -0.038698 0.96919 R^2 R^2-adj. 0.93158 0.93013 estimated variance of error: 0.15348 ************************************************* TEST H0:B3+B4+B5=1 vs H1:B3+B4+B5 =! 1 ************************************************* Statistic p-value LM test 0.59172 0.44175 Likelihood ratio test 0.59293 0.44129 Wald test 0.59415 0.44082 F test 0.57366 0.45008