[R] comparing regression slopes

Nathan Weisz Nathan.Weisz at uni-konstanz.de
Fri Jun 11 11:26:23 CEST 2004

Dear List,

I used rlm to calculate two regression models for two data sets (rlm 
due to two outlying values in one of the data sets). Now I want to 
compare the two regression slopes. I came across some R-code of Spencer 
Graves in reply to a similar problem:

The code was:

 > df1 <- data.frame(x=1:10, y=1:10+rnorm(10)) #3observations in 
original code
 > df2 <- data.frame(x=1:10, y=1:10+rnorm(10))
 > fit1 <- lm(y~x, df1)
 > s1 <- summary(fit1)$coefficients
 > fit2 <- lm(y~x, df2)
 > s2 <- summary(fit2)$coefficients
 > db <- (s2[2,1]-s1[2,1])
 > sd <- sqrt(s2[2,2]^2+s1[2,2]^2)
 > df <- (fit1$df.residual+fit2$df.residual)
 > td <- db/sd
 > 2*pt(-abs(td), df)
[1] 0.9510506

However when I use rlm instead of lm I get NA for df.residual.
 > fit1 <- rlm(y~x, df1)
 > fit1$df.residual
[1] NA

Does this mean that I can not apply the code for values gained by rlm? 
In the example above I continued by taking  the df from:
 > summary(fit1)$df[2]
[1] 8

Is this o.k.?

Help greatly appreciated.

Nathan Weisz

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