[R] Problem with Slope.test function

[Daniel Kaschek]

Hi Антон,

my approach would be to use the estimated variance of the slope
estimator. For your regression models m1 and m2 you can enter

vcov(m1)
vcov(m2)

to get the variance-covariance matrix of m1 and m2. Then, assuming that
the slope estimator is normal, you compute the p-value for slope_theo
with respect to this normal distribution.

On Fri, 2011-03-18 at 10:04 +0300, Антон Морковин wrote: 
> Hi all,
> I need to test the significnce of difference between slopes of two regression lines and regression line with theoretical line. I try to use Slope.test function from emu package,
> but an error occured... 
> 
> library(emu)
> d1<-data.frame(P1=c(1,2,3,5,7,8,9,13,14,15),
>  P2=c(1,2,5,8,11,13,15,15,18,24),
>  R=c(2,7,8,9,16,21,27,31,33,36)) # First data set
> m1<-lm(R~P1+P2+P1*P2,data=d1) # Regr. model
> 
> d2<-data.frame(P1=c(1,5,4,7,9,1,12,4,4,5),
>  P2=c(1,2,0,7,4,1,2,0,7,0),
>  R=c(3,12,15,15,9,7,4,5,6,1)) # Second data set
> m2<-lm(R~P1+P2+P1*P2,data=d2) # Regr. model
> 
> Slope.test(data.frame(fitted(m1),d1$R),data.frame(fitted(m2),d2$R)) #Doesn't work...
> 
> Is it correct to use t-test in this situation and how to compute  df  for it? My solution is:
> 
> s1<-coefficients(summary(lm(fitted(m1)~d1$R)))[2,1] #Slopes of regr.line
> s2<-coefficients(summary(lm(fitted(m2)~d2$R)))[2,1]
> se1<-coefficients(summary(lm(fitted(m1)~d1$R)))[2,2] #SE of slopes
> se2<-coefficients(summary(lm(fitted(m2)~d1$R)))[2,2]
> df1<-df.residual(lm(fitted(m1)~d1$R)) #D. of f.
> df2<-df.residual(lm(fitted(m2)~d1$R))
> 
> kk<-function(se1,se2,df1,df2){(se1^2+se2^2)^2/(se1^4/(df1-1)+se2^4/(df2-1))} #D. of f. for Welsch test
> tt<-function(s1,s2,se1,se2){(s1-s2)/sqrt(se1^2+se2^2)}
> pp<-function(s1,s2,se1,se2,df1,df2){2*pt(-abs(tt(s1,s2,se1,se2)),df=kk(se1,se2,df1,df2))}
> 
> pp(s1,s2,se1,se2,df1,df2) # p-value
> 
> ## Theoretical line
> 
> s3<-0.75
> se3<-0
> df3<-0
> 
> pp(s1,s3,se1,se3,df1,df3) # p-value
> pp(s2,s3,se2,se3,df2,df3) # p-value
> 
> 
> Thanks,
> A.M.
> 
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-- 
Daniel Kaschek
Physikalisches Institut, Freiburg
Hermann-Herder-Str. 3
79104 Freiburg

Office:  Westbau, 02020
Phone:   +49-761-203-8531
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