I am trying to run a number of F tests on a regression to test whether or not elasticity coefficients are statistically different from 0. The regression I am using is shown below, and I am trying to test dem-elasticity of gdp.
reg7=lm(log(gdp)~log.dem+educ+log.dem_educ+age+popscaled+d1970+d1975+
d1980+d1985+d1990+d1995+d2000)
Where:
The elasticity of dem is given by the sum of the coefficient of log.dem, and the coefficient log.dem_educ multiplied by educ.
I want to test the statistical significance of the elasticity of dem for different values of educ (educ=1, educ=2, ..., educ=10), but am unsure how to accomplish this with R. For the case of educ=1, I can just run an F-test using the code shown below since elasticity is just the sum of coeff(log.dem) + coeff(log.dem_educ)*1. However, I am unsure of how to adapt this to test elasticity coefficients for values of educ greater than 1.
linearHypothesis(reg7,c("log.dem + log.dem_educ = 0"),vcov = vcovHC(reg7, "HC1"))
Any suggestions would be greatly appreciated!
I wonder if c("log.dem = 0","log.dem_educ = 0")
are really the hypotheses you want to test for the significance of the marginal effect of log.dem
when educ
is 1. Do you mean instead "log.dem + log.dem_educ = 0"
?
In a similar manner, for different levels of educ
you would run
linearHypothesis(reg7, "log.dem + 2 * log.dem_educ = 0", vcov = vcovHC(reg7, "HC1"))
linearHypothesis(reg7, "log.dem + 3 * log.dem_educ = 0", vcov = vcovHC(reg7, "HC1"))
linearHypothesis(reg7, "log.dem + 4 * log.dem_educ = 0", vcov = vcovHC(reg7, "HC1"))
and so on.