turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- Discussions
- :
- hypothesis test that regression estimate non zero ...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Aug 7, 2014 12:13 PM
(1023 views)

If I want to test that a regression parameter b is equal to a nonzero constant, is there a script for that?

For example, in the Pendulum sample data available in JMP, let's say I fit *Period* = b + m*sqrt(*Length*). I want to test the hypothesis that m=2. The output tests whether m=0, which may not be that interesting.

Is there a script to test whether a parameter estimate is equal to some non-zero constant?

1 REPLY

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Aug 12, 2014 7:58 PM
(875 views)

Not a script, but it would be fairly easy to create one.

Easiest, quickest solution is to right-click on the Parameter Estimates table and choose the Lower and Upper 95% confidence limits. This will show you the 95% confidence interval for parameter estimate. If that interval contains the nonzero constant, then you have a non-significant result. If the nonzero constant is outside of the interval, then you have a statistically significant difference from that constant.

A simple formula script would look something like this:

df==1;

Estimate==1;

Constant==2;

Std_Error=0.625;

t_Ratio == (Estimate - Constant) / Std_Error;

p_value==If(t_Ratio >= 0, (1 - t Distribution(t_ Ratio, df)) * 2, t Distribution(t_Ratio, df) * 2);

You can certainly make this much fancier with dialogs and such or even reading directly from a report, but this is the essence of the formulas that would work.

Dan Obermiller