[R] Comparing two regression line slopes
Benedikt Niesterok
KleinerHaifisch at gmx.net
Wed Apr 15 11:04:45 CEST 2009
Hello R users,
I've used the following help:
> "Comparing two regression line slopes"
> I knew the method based on the following statement :
> t = (b1 - b2) / sb1,b2
> where b1 and b2 are the two slope coefficients and sb1,b2 the pooled
> standard error of the slope (b)
>
> which can be calculated in R this way:
> > df1 <- data.frame(x=1:3, y=1:3+rnorm(3))
> > df2 <- data.frame(x=1:3, y=1:3+rnorm(3))
> > 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)
Using my data I finally get the value of the test, which is: 2.245e-7.
Do my slopes differ significantly now?
Thanks for help, Benedikt
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