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I run the following regressions:

Y_1 ~ c_1 + b_1*X
Y_2 ~ c_2 + b_2*X

and I get two estimates for b_1 and b_2. What is the appropiate statistic to test if b_1 <= b_2 and is there a function for that in R?

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  • $\begingroup$ It seems that the appropriate procedure can be found here: stats.stackexchange.com/questions/93540/… $\endgroup$ Commented Jan 2, 2019 at 14:21
  • $\begingroup$ Do the "$X$" in the two regressions have any data in common? Are the regressions performed using the same technique? In brief, is there any way in which the estimates of the $b_i$ might be statistically related or not? $\endgroup$
    – whuber
    Commented Jan 2, 2019 at 21:30
  • $\begingroup$ The "$X$" are identical and both are linear regressions, i.e. use OLS. $\endgroup$ Commented Jan 3, 2019 at 16:08
  • $\begingroup$ Would it be fair to understand this situation as consisting of two replications of the same experiment, then? $X$ would represent the fixed variables and the responses would be the two vectors $Y_1,Y_2.$ $\endgroup$
    – whuber
    Commented Jan 3, 2019 at 16:12
  • $\begingroup$ Yes, exactly. The hypothesis could be for example: Doing sport in the morning ($X$) leads to a greater effect on productivity in the morning ($Y1$) than in the afternoon ($Y2$), i.e. ($b1 > b2$). $\endgroup$ Commented Jan 3, 2019 at 16:13

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