[R] Homogeneity of regression slopes

[Michael Bedward]

Hello Doug,

Perhaps it would just be easier to keep your data together and have a
single regression with a term for the grouping variable (a factor with
3 levels). If the groups give identical results the coefficients for
the two non-reference grouping variable levels will include 0 in their
confidence interval.

Michael


On 14 September 2010 06:52, Doug Adams <fog0 at gmx.com> wrote:
> Hello,
>
> We've got a dataset with several variables, one of which we're using
> to split the data into 3 smaller subsets.  (as the variable takes 1 of
> 3 possible values).
>
> There are several more variables too, many of which we're using to fit
> regression models using lm.  So I have 3 models fitted (one for each
> subset of course), each having slope estimates for the predictor
> variables.
>
> What we want to find out, though, is whether or not the overall slopes
> for the 3 regression lines are significantly different from each
> other.  Is there a way, in R, to calculate the overall slope of each
> line, and test whether there's homogeneity of regression slopes?  (Am
> I using that phrase in the right context -- comparing the slopes of
> more than one regression line rather than the slopes of the predictors
> within the same fit.)
>
> I hope that makes sense.  We really wanted to see if the predicted
> values at the ends of the 3 regression lines are significantly
> different... But I'm not sure how to do the Johnson-Neyman procedure
> in R, so I think testing for slope differences will suffice!
>
> Thanks to any who may be able to help!
>
> Doug Adams
>
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