[R] trigonometric regression

[William Simpson]

Yes,  I want the same test as is done for b[1] and b[2] in the summary
table -- for H0: b[]==0.

OK, do F-test on full model with cf and sf vs reduced model with intercept only.
I want to test
y~cf + sf
vs
y~ intercept  (ie mean) -- I guess I just use var(y)

Thanks Duncan for your help

Bill

On Thu, Jun 17, 2010 at 11:18 AM, Duncan Murdoch
<murdoch.duncan at gmail.com> wrote:
> William Simpson wrote:
>>
>> Suppose I do a trigonometric regression
>> fit<-lm(y~ cf + sf)
>> where cf and sf are the cos and sine components.
>>
>> b<-coef(fit)
>> I have the fitted sine component b[2] and the cos component b[3].
>> Doing summary(fit) gives me the p-values and SEs for b[2] and b[3].
>>
>> But I want the amplitude of the fitted waveform
>> amp<-sqrt(b[2]^2+b[3]^2)
>>
>> Can someone please tell me how to get the p-value for amp?
>>
>
> "the p-value for amp" is ambiguous; p-values refer to tests, not functions.
>  But let's assume you want to test whether amp = 0.  Then this is achieved
> by an F test comparing the model with cf and sf versus one without it.
>  You'll see it in summary(fit) at the bottom of the display.  If you want to
> include other covariates in the model, you can use anova, e.g.
>
> anova(lm(y ~ other), lm(y ~ cf + sf + other))
>
> Duncan Murdoch
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