library(AER) library(MASS) mod <- lm(medv ~ lstat + crim + age, data = Boston) # construct a 99% confidence set for the coefficients of `crim` and `lstat` # conduct the corresponding F-test # construct a 99% confidence set for the coefficients of `crim` and `lstat` confidenceEllipse(mod, which.coef = c("crim", "lstat"), levels = 0.99) # conduct the corresponding F-test linearHypothesis(mod, c("crim = 0", "lstat = 0")) test_or({ fun <- ex() %>% check_function("confidenceEllipse") fun %>% check_arg("model") %>% check_equal() fun %>% check_arg("which.coef") %>% check_equal() fun %>% check_arg("levels") %>% check_equal() }, { fun <- ex() %>% override_solution("confidenceEllipse(mod, which.coef = c(\"lstat\", \"crim\"), levels = 0.99)") %>% check_function("confidenceEllipse") fun %>% check_arg("model") %>% check_equal() fun %>% check_arg("which.coef") %>% check_equal() fun %>% check_arg("levels") %>% check_equal() }) test_function_result("linearHypothesis") success_msg("Correct! Since (0,0) is not an element of the 99% confidence set, the null hypothesis is rejected at the 1% level.")