At 06:44 PM 7/20/2004 +0100, Adaikalavan Ramasamy wrote: >I would try to construct the confidence intervals and compare them to >the value that you want >> x <- rnorm(20) >> y <- 2*x + rnorm(20) >> summary( m1 <- lm(y~x) ) > ><snip> >Coefficients: > Estimate Std. Error t value Pr(>|t|) >(Intercept) 0.1418 0.1294 1.095 0.288 >x 2.2058 0.1289 17.108 1.4e-12 *** ><snip> > >That says that the slope estimate is 2.2058 with standard error of >0.1289. So the approximate 99% CI is 2.2058 +/- 3*0.1289 = (1.819, >2.593) which is clearly greater than 1.
Another method which gives the p value etc. was shared with this list by Prof. Ripley several years ago: set.seed(1) x <- rnorm(20) x.hypoth <- 1 # i.e., Null hypothesis is that x != 1 y <- 2*x + rnorm(20) summary( m1 <- lm(y - x.hypoth*x~x) ) Produces: Call: lm(formula = y - x.hypoth * x ~ x) Residuals: Min 1Q Median 3Q Max -1.69133 -0.43739 -0.07132 0.68033 1.63937 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.03307 0.19981 0.166 0.870 x 0.79245 0.21951 3.610 0.002 ** --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: 0.8738 on 18 degrees of freedom Multiple R-Squared: 0.42, Adjusted R-squared: 0.3878 F-statistic: 13.03 on 1 and 18 DF, p-value: 0.002001 > >> summary(m1)[[4]][2,1] + 3* summary(m1)[[4]][2,2] >[1] 2.592629 >> summary(m1)[[4]][2,1] - 3* summary(m1)[[4]][2,2] >[1] 1.819026 > >For your next question, you simply compare the CI of one slope to >another and see if they overlap. > >There is probably a way to construct proper significance testing to get >p-values and such. You can try reading MASS4 or hopefully someone in the >list might provide with a neater answer. > > >On Tue, 2004-07-20 at 17:02, Avril Coghlan wrote: >> Hello, >> >> I'm a newcomer to R so please >> forgive me if this is a silly question. >> >> It's that I have a linear regression: >> fm <- lm (x ~ y) >> and I want to test whether the >> slope of the regression is significantly >> less than 1. How can I do this in R? >> >> I'm also interested in comparing the >> slopes of two regressions: >> fm1 <- lm (x ~ y) >> fm2 <- lm (a ~ b) >> and asking if the slope of fm1 is >> less than the slope of fm2. Is this >> easy to do in R? >> >> >> I will be very grateful for any help. >> >> regards, >> Avril Coghlan >> (University College Dublin, Ireland) >> >> ______________________________________________ >> [EMAIL PROTECTED] mailing list >> https://www.stat.math.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >> > >______________________________________________ >[EMAIL PROTECTED] mailing list >https://www.stat.math.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > With best wishes and kind regards I am Sincerely, Corey A. Moffet Rangeland Scientist ################################################################## #### USDA-ARS # Northwest Watershed Research Center # 800 Park Blvd, Plaza IV, Suite 105 ########### #### Boise, ID 83712-7716 # # # # Voice: (208) 422-0718 # # #### #### FAX: (208) 334-1502 # # # # #### ########### ################################################################## ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html