[R] p-value for the fitted parameters in linear models

[David Winsemius]

On Jun 24, 2012, at 1:21 PM, Li SUN wrote:

> Sorry for the confusion.
>
> Let me state the question again. I missed something in my original  
> statement.
>
> When using the linear model lm() to fit data of the form y = k * x +
> b, where k, b are the coefficients to be found, and x is the variable
> and has an error bar (uncertainty) Δx of the same length associated
> with it. Is it possible to pass Δx to the linear model lm(), and from
> the output to find the uncertainty Δk for k, Δb for b as well?

In one sense this could be done if you were interpreting the "Δx" as  
the vector of individual residuals of a model, but I'm guessing that  
might not be what you meant. You would be able to recover the original  
data, assuming you knew the X values, and would proceed by calculating  
the Y values as the sum of predictions and the residuals, thus  
recovering the original data. But  I'm guessing you want to supply a  
small number of parameters from an analysis you are reading about and  
you are hoping to be getting from lm() further information to answer  
some question. That's not the direction of teh flow of information.  
The flow is data INTO lm(), estimation of parameters OUT.

Show us a sample dataset constructed with R code or show us the  
console output of dput() applied to your dataset, and you may get  
better answers to what is still an unclear question.

-- 
David.

>
> Li Sun
>
>
>
> 2012/6/24 Uwe Ligges <ligges at statistik.tu-dortmund.de>:
>>
>>
>> On 24.06.2012 17:47, Li SUN wrote:
>>>
>>> Hi All,
>>>
>>> when using the linear model lm() to fit data of the form y = k * x +
>>> b, is it possible to know the p-value for the parameters k and b?  
>>> i.e.
>>> can we find the result of the form (k, Δk; b, Δb)?
>>
>>
>> If you explain what Δk means in a linear model, we may be able to  
>> help.
>> Also, what is "the p-value of the parameters"? Obviously a  
>> hypothesis is
>> missing in this sentence.
>>
>> Best,
>> Uwe Ligges
>>
>>
>>
>>
>>>
>>> Thanks in advance!
>>>
>>> Li Sun
>>>
>>> ______________________________________________
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>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT