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

[Dimitris Rizopoulos]

Quoting Ranjan Maitra <maitra at iastate.edu>:

> 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

I think it should be

pt(coef(s)[, 3], s$df[2], lower=FALSE) # or TRUE
              ^

Best,
Dimitris


>>
>> --
>> 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
>>
>
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