[R] regression slope

[Pfaff, Bernhard]

see also the contributed document by John Verzani, Simple R, page 87f.

> Adaikalavan Ramasamy wrote:
> 
> > I would try to construct the confidence intervals and 
> compare them to
> > the value that you want
> > 
> >>x <- rnorm(20)
> >>y <- 2*x + rnorm(20)
> >>summary( m1 <- lm(y~x) )
> > 
> > 
> > <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:
> 
> # 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,
> >>
> >>  I'm a newcomer to R so please
> >>forgive me if this is a silly question.
> >>
> >>It's that I have a linear regression:
> >>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:
> >>fm1 <- lm (x ~ y)
> >>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)
> >>
> >>______________________________________________
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>>
> 
> 
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