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

[Daniel Malter]

Pick up a book or the like on ordinary least squares regression, which is
what lm() in its plain vanilla application does. The t-value is the
estimated coefficient divided by the standard error. The standard errors of
the coefficients are the diagonal entries of the variance-covariance matrix. 

x<-rnorm(100)
y<-2+x+rnorm(100)
reg<-lm(y~x)
summary(reg)$coefficients
sqrt(diag(vcov(reg)))

See also: http://en.wikipedia.org/wiki/Ordinary_least_squares

HTH,
Daniel


Lao Meng wrote:
> 
> 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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