[R] Regression slope confidence interval

[Christian Hennig]

> ?confint
>

Thank you to all of you.

As far as I see this is not mentioned on the lm help page (though I
presumably don't have the recent version), which I would
suggest...

Best,
Christian

On Thu, 29 Sep 2005, Chuck Cleland wrote:

> ?confint
>
> For example:
>
>  > ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
>  >      trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
>  >      group <- gl(2,10,20, labels=c("Ctl","Trt"))
>  >      weight <- c(ctl, trt)
>  > lm(weight ~ group)
>
> Call:
> lm(formula = weight ~ group)
>
> Coefficients:
> (Intercept)     groupTrt
>        5.032       -0.371
>
>  > confint(lm(weight ~ group))
>                  2.5 %    97.5 %
> (Intercept)  4.569340 5.4946602
> groupTrt    -1.025300 0.2833003
>
> Christian Hennig wrote:
> > Hi list,
> >
> > is there any direct way to obtain confidence intervals for the regression
> > slope from lm, predict.lm or the like?
> > (If not, is there any reason? This is also missing in some other statistics
> > softwares, and I thought this would be quite a standard application.)
> > I know that it's easy to implement but it's for
> > explanation to people who faint if they have to do their own
> > programming...
> >
> > Christian
> >
> > *** --- ***
> > Christian Hennig
> > University College London, Department of Statistical Science
> > Gower St., London WC1E 6BT, phone +44 207 679 1698
> > chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche
> >
> > ______________________________________________
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> >
>
> --
> Chuck Cleland, Ph.D.
> NDRI, Inc.
> 71 West 23rd Street, 8th floor
> New York, NY 10010
> tel: (212) 845-4495 (Tu, Th)
> tel: (732) 452-1424 (M, W, F)
> fax: (917) 438-0894
>

*** --- ***
Christian Hennig
University College London, Department of Statistical Science
Gower St., London WC1E 6BT, phone +44 207 679 1698
chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche