R code to test the difference between coefficients of regressors from one regression

Question

I want to test whether coefficients in one linear regression are different from each other or whether at least one of them is significantly different from one certain value, say

Answer 1

The car package has a simple function to do that.

First, fit your model:

model <- lm(Sepal.Length ~ Sepal.Width + Petal.Length, data = iris)

Than you may test different linear hypothesis using the linearHypothesis function, for instance:

library(car)

# tests if the coefficient of Sepal.Width = Petal.Length
linearHypothesis(model, "Sepal.Width = Petal.Length")
Linear hypothesis test

Hypothesis:
Sepal.Width - Petal.Length = 0

Model 1: restricted model
Model 2: Sepal.Length ~ Sepal.Width + Petal.Length

  Res.Df    RSS Df Sum of Sq      F  Pr(>F)  
1    148 16.744                              
2    147 16.329  1    0.4157 3.7423 0.05497 .
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

# Other examples:
# tests if the coefficient of Sepal.Width = 0
linearHypothesis(model, "Sepal.Width = 0")

# tests if the coefficient of Sepal.Width = 0.5
linearHypothesis(model, "Sepal.Width = 0.5")

# tests if both are equal to zero
linearHypothesis(model, c("Sepal.Width = 0", "Petal.Length = 0"))