It is easy to construct your own test. I test against null of 0 first so I
can be sure I match the right result from summary.lm.
## get the standard error
seofb <- sqrt(diag(vcov(lm1)))
## calculate t. Replace 0 by your null
myt <- (coef(lm1) - 0)/seofb
mypval <- 2*pt(abs(myt), lower.tail = FALSE, df = lm1$df.residual)
## Note you can pass a vector of different nulls for the coefficients
myt <- (coef(lm1) - c(0,1))/seofb
We could write this into a function if we wanted to get busy. Not a bad
little homework exercise, I think.
> dat <- data.frame(x = rnorm(100), y = rnorm(100))
> lm1 <- lm(y ~ x, data = dat)
> summary(lm1)
Call:
lm(formula = y ~ x, data = dat)
Residuals:
Min 1Q Median 3Q Max
-3.0696 -0.5833 0.1351 0.7162 2.3229
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.001499 0.104865 -0.014 0.989
x -0.039324 0.113486 -0.347 0.730
Residual standard error: 1.024 on 98 degrees of freedom
Multiple R-squared: 0.001224, Adjusted R-squared: -0.008968
F-statistic: 0.1201 on 1 and 98 DF, p-value: 0.7297
> seofb <- sqrt(diag(vcov(lm1)))
> myt <- (coef(lm1) - 0)/seofb
> mypval <- 2*pt(abs(myt), lower.tail = FALSE, df = lm1$df.residual)
> myt
(Intercept) x
-0.01429604 -0.34650900
> mypval
(Intercept) x
0.9886229 0.7297031
> myt <- (coef(lm1) - 1)/seofb
> mypval <- 2*pt(abs(myt), lower.tail = FALSE, df = lm1$df.residual)
> myt
(Intercept) x
-9.550359 -9.158166
> mypval
(Intercept) x
1.145542e-15 8.126553e-15
On Tue, Apr 30, 2013 at 9:07 PM, Elaine Kuo <elaine.kuo...@gmail.com> wrote:
> Hello,
>
>
>
> I am work with a linear regression model:
>
> y=ax+b with the function of lm.
>
> y= observed migration distance of butterflies
>
> x= predicted migration distance of butterflies
>
>
>
> Usually the result will show
>
> if the linear term a is significantly different from zero based on the
> p-value.
>
> Now I would like to test if the linear term is significantly different from
> one.
>
> (because I want to know if the regression line (y=ax+b) is significantly
> from the line with the linear term =1 and the intercept =0)
>
>
>
> Please kindly advise if it is possible
>
> to adjust some default parameters in the function to achieve the goal.
>
> Thank you.
>
>
> Elaine
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>
--
Paul E. Johnson
Professor, Political Science Assoc. Director
1541 Lilac Lane, Room 504 Center for Research Methods
University of Kansas University of Kansas
http://pj.freefaculty.org http://quant.ku.edu
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