Michael,

Look at the ancova function in the HH package.

## install.packages("HH")  ## if not there yet.
library(HH)
library(nlme)  ## for the Orthodont data
ancova(distance ~ age*Sex, data=Orthodont)
ancova(distance ~ age+Sex, data=Orthodont)
ancova(distance ~ age, groups=Sex, data=Orthodont)
ancova(distance ~ Sex, x=age, data=Orthodont)

Rich


On Tue, Jun 22, 2010 at 12:30 PM, Michael Friendly <friendly@yorku.ca>wrote:

> Consider the following plot that shows separate regression lines ~ age for
> each subject in the Pothoff-Roy Orthodont data,
> with separate panels by Sex:
>
> library(nlme)
> #plot(Orthodont)
> xyplot(distance ~ age|Sex, data=Orthodont, type='r', groups=Subject,
> col=gray(.50),
>   main="Individual linear regressions ~ age")
>
> I'd like to also show in each panel the pooled OLS regression line for each
> Sex in the corresponding panel,
> generated by the following model:
>
> Ortho.OLS <- lm(distance ~ age * Sex, data=Orthodont)
>

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