[R] simple question on one-sided p-values for coef() on output of lm()

[Ranjan Maitra]

Yes, of course! Thank you. So, I guess the answer is that R itself can not be made to do so directly.

Many thanks for confirming this.

Sincerely,
Ranjan

On Wed, 21 Feb 2007 20:23:55 +0000 (GMT) Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:

> On Wed, 21 Feb 2007, Ranjan Maitra wrote:
> 
> > I was wondering if it is possible to get the p-values for one-sided 
> > tests on the parameters of a linear regression.
> >
> > For instance, I use lm() and store the result in an object. lm() gives 
> > me a matrix, using summary() and coef() on which gives me a matrix 
> > containing the coefficients, the standard errors, the t-statistics and 
> > the two-sided p-values by default. Can I get it to provide me with 
> > one-sided p-values (something like alternative less than or greater 
> > than)?
> 
> Not 'it', but you can easily do the calculation yourself from the output.
> E.g.
> 
> example(lm)
> s <- summary(lm.D90)
> pt(coef(s)[, 2], s$df[2], lower=FALSE) # or TRUE
> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>