From: Sundar Dorai-Raj <sundar.dorai-raj_at_pdf.com>

Date: Wed 21 Jul 2004 - 04:28:05 EST

>>x <- rnorm(20)

*>>y <- 2*x + rnorm(20)
*

*>>summary( m1 <- lm(y~x) )
*

>>summary(m1)[[4]][2,1] + 3* summary(m1)[[4]][2,2]

>>summary(m1)[[4]][2,1] - 3* summary(m1)[[4]][2,2]

>>Hello,

*>>
*

*>> I'm a newcomer to R so please
*

*>>forgive me if this is a silly question.
*

*>>
*

*>>It's that I have a linear regression:
*

*>&**gt;fm <- lm (x ~ y)
*

*>>and I want to test whether the
*

*>>slope of the regression is significantly
*

*>>less than 1. How can I do this in R?
*

*>>
*

*>>I'm also interested in comparing the
*

*>>slopes of two regressions:
*

*>&**gt;fm1 <- lm (x ~ y)
*

*>&**gt;fm2 <- lm (a ~ b)
*

*>>and asking if the slope of fm1 is
*

*>>less than the slope of fm2. Is this
*

*>>easy to do in R?
*

*>>
*

*>>
*

*>>I will be very grateful for any help.
*

*>>
*

*>>regards,
*

*>>Avril Coghlan
*

*>>(University College Dublin, Ireland)
*

*>>
*

*>>______________________________________________
*

*>>R-help@stat.math.ethz.ch mailing list
*

*>>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
*

*>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>*

*>>
*

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 21 04:45:26 2004

Date: Wed 21 Jul 2004 - 04:28:05 EST

> I would try to construct the confidence intervals and compare them to > the value that you want >

>>x <- rnorm(20)

> > > <snip> > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 0.1418 0.1294 1.095 0.288 > x 2.2058 0.1289 17.108 1.4e-12 *** > <snip> > > That says that the slope estimate is 2.2058 with standard error of > 0.1289. So the approximate 99% CI is 2.2058 +/- 3*0.1289 = (1.819, > 2.593) which is clearly greater than 1. > >

>>summary(m1)[[4]][2,1] + 3* summary(m1)[[4]][2,2]

> > [1] 2.592629 >

>>summary(m1)[[4]][2,1] - 3* summary(m1)[[4]][2,2]

> > [1] 1.819026 >

I think the preferred way of doing this is with confint:

ink2"># 3 sigma limits

confint(m1, parm = "x", level = 1 - pt(-3, m1$df.resid) * 2)
# 95% confidence (default)

confint(m1, parm = "x")

> For your next question, you simply compare the CI of one slope to > another and see if they overlap. > > There is probably a way to construct proper significance testing to get > p-values and such. You can try reading MASS4 or hopefully someone in the > list might provide with a neater answer. > > > On Tue, 2004-07-20 at 17:02, Avril Coghlan wrote: >

>>Hello,

> > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 21 04:45:26 2004

*
This archive was generated by hypermail 2.1.8
: Wed 03 Nov 2004 - 22:55:08 EST
*