Re: [R] Problem with Slope.test function

From: Daniel Kaschek <daniel.kaschek_at_physik.uni-freiburg.de>
Date: Fri, 18 Mar 2011 11:55:27 +0100

Hi Антон,

my approach would be to use the estimated variance of the slope estimator. For your regression models m1 and m2 you can enter

vcov(m1)
vcov(m2)

to get the variance-covariance matrix of m1 and m2. Then, assuming that the slope estimator is normal, you compute the p-value for slope_theo with respect to this normal distribution.

On Fri, 2011-03-18 at 10:04 +0300, Антон Морковин wrote:
> Hi all,
> I need to test the significnce of difference between slopes of two regression lines and regression line with theoretical line. I try to use Slope.test function from emu package,
> but an error occured...
>
> library(emu)
> d1<-data.frame(P1=c(1,2,3,5,7,8,9,13,14,15),
> P2=c(1,2,5,8,11,13,15,15,18,24),
> R=c(2,7,8,9,16,21,27,31,33,36)) # First data set
> m1<-lm(R~P1+P2+P1*P2,data=d1) # Regr. model
>
> d2<-data.frame(P1=c(1,5,4,7,9,1,12,4,4,5),
> P2=c(1,2,0,7,4,1,2,0,7,0),
> R=c(3,12,15,15,9,7,4,5,6,1)) # Second data set
> m2<-lm(R~P1+P2+P1*P2,data=d2) # Regr. model
>
> Slope.test(data.frame(fitted(m1),d1$R),data.frame(fitted(m2),d2$R)) #Doesn't work...
>
> Is it correct to use t-test in this situation and how to compute df for it? My solution is:
>
> s1<-coefficients(summary(lm(fitted(m1)~d1$R)))[2,1] #Slopes of regr.line
> s2<-coefficients(summary(lm(fitted(m2)~d2$R)))[2,1]
> se1<-coefficients(summary(lm(fitted(m1)~d1$R)))[2,2] #SE of slopes
> se2<-coefficients(summary(lm(fitted(m2)~d1$R)))[2,2]
> df1<-df.residual(lm(fitted(m1)~d1$R)) #D. of f.
> df2<-df.residual(lm(fitted(m2)~d1$R))
>
> kk<-function(se1,se2,df1,df2){(se1^2+se2^2)^2/(se1^4/(df1-1)+se2^4/(df2-1))} #D. of f. for Welsch test
> tt<-function(s1,s2,se1,se2){(s1-s2)/sqrt(se1^2+se2^2)}
> pp<-function(s1,s2,se1,se2,df1,df2){2*pt(-abs(tt(s1,s2,se1,se2)),df=kk(se1,se2,df1,df2))}
>
> pp(s1,s2,se1,se2,df1,df2) # p-value
>
> ## Theoretical line
>
> s3<-0.75
> se3<-0
> df3<-0
>
> pp(s1,s3,se1,se3,df1,df3) # p-value
> pp(s2,s3,se2,se3,df2,df3) # p-value
>
>
> Thanks,
> A.M.
>
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-- 
Daniel Kaschek
Physikalisches Institut, Freiburg
Hermann-Herder-Str. 3
79104 Freiburg

Office:  Westbau, 02020
Phone:   +49-761-203-8531

______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

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