[R] a question about lm on t-test.

Eik Vettorazzi E.Vettorazzi at uke.uni-hamburg.de
Tue Aug 16 10:23:22 CEST 2011


Hi,
you may have noticed, that your t-test and lm had not the same p-values
for the difference in means, which is calculated for group2 when you use
treatment contrasts and that is what R does by default (see
?contr.treatment). This is because R uses Welsh test by default. Pros
and cons are beyond this post, but look at

(t1<-t.test(extra~group,data=sleep,var.equal=T))
(s1<-summary(lm(extra~group,data=sleep)))
all.equal(s1$coef["group2","Pr(>|t|)"],t1$p.value)

The intercept in lm is tested against 0 (one sample t-test),
so the t-statistic is (mean-0)/sd, having n-k (sample size - number of
parameters) degrees of freedom.

cc<-s1$coef["(Intercept)",1:2]
2*(1-pt(cc[1]/cc[2],df=18))


hth.

Am 16.08.2011 07:25, schrieb Lao Meng:
> Hi all:
> I have a question about lm on t-test.
> 
> data(sleep)
> 
> I wanna perform t-test to test the difference between the 2 groups:
> 
> I can use:
> t.test(extra~group)
> 
> The t.test result shows that:t = -1.8608; mean1=0.75,mean2=2.33
> 
> 
> But I still wanna use:
> summary(lm(extra~group))
> 
> Intercept=0.75,which is mean1,just the same as t.test.
> group2=1.58 means the difference of the 2 groups,so
> mean2=1.58+0.75=2.33,just the same as t.test.
> And some parameters of group2(t value,Pr) are the same as t.test,since
> group2 is the difference of the 2 groups.
> 
> My question is:
> How the "t value" of Intercept(group1 acturally) is calculated?
> 
> 
> Thanks a lot.
> 
> My best
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Eik Vettorazzi
Institut für Medizinische Biometrie und Epidemiologie
Universitätsklinikum Hamburg-Eppendorf

Martinistr. 52
20246 Hamburg

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