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. > > ______________________________________________ > R-help@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. -- Daniel Kaschek Physikalisches Institut, Freiburg Hermann-Herder-Str. 3 79104 Freiburg Office: Westbau, 02020 Phone: +49-761-203-8531
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______________________________________________ R-help@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.