[R] Confidence Intervals for slopes
David Orme
d.orme at imperial.ac.uk
Mon Mar 29 16:44:00 CEST 2004
Hi,
I'm trying to get confidence intervals to slopes from a linear model
and I can't figure out how to get at them. As a cut 'n' paste example:
#################
# dummy dataset - regression data for 3 treatments, each treatment with
different (normal) variance
x <- rep(1:10, length=30)
y <- 10 - (rep(c(0.2,0.5,0.8), each=10)*x)+c(rnorm(10, sd=0.1),
rnorm(10, sd=0.6),rnorm(10, sd=1.1))
z <- gl(3,10)
plot(y~x, pch=unclass(z))
# model as three slopes with common intercept
options(contrasts=c("contr.treatment","contr.poly"))
model <- lm(y~x+x:z)
# coefficient table in summary gives the intercept, first slope and the
difference in slopes
summary(model)
# confint gives the confidence interval for the intercept and first
slope,
# and the CIs for the _differences_
confint(model)
#################
What I'd like to report are the actual CI's for the slopes for the
second and third treatments, in the same way that confint returns the
parameter estimates for the first treatment. Can anyone point me in the
right direction?
Thanks,
David
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