# 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 п░п╫я┌п╬п╫,

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, п░п╫я┌п╬п╫ п°п╬я─п╨п╬п╡п╦п╫ 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.
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> and provide commented, minimal, self-contained, reproducible code.

```--
Daniel Kaschek
Physikalisches Institut, Freiburg
Hermann-Herder-Str. 3
79104 Freiburg

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

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and provide commented, minimal, self-contained, reproducible code.

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Received on Fri 18 Mar 2011 - 10:59:21 GMT

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