On Thu, 16 Sep 2004, RenE J.V. Bertin wrote: > Dear all, > > A few quick questions about interpreting and evaluating the results of > linear regressions, to which I hope equally quick answers are possible. > > 1) The summary.lm method prints the R and R^2 correlation coefficients > (something reviewers like to see). It works on glm objects and (after > tweaking it to initialise z$df.residual with rdf) also on rlm objects. > Are the R, R^2 and also the p values reported reliable for these fit > results? If not, how do I calculate them best?
Well, for rlm no, as it is not least-squares fitting and R^2 is very suseptible to outliers. For glm, not really unless it is a Gaussian model. > 2) For a simple 1st order linear fit, what is the best way to calculate > the (95%) confidence interval on/of the slope? Use confint. (MASS chapter 7 has examples.) > 3) The p values reported for the calculated coefficients and intercept > indicate to what extent these values are significantly different from > zero (right?). Yes. > Aside from question 2), what is the best way to compare > the calculated slope with another slope (say of the unity line)? Use offset, as in y ~ x + offset(x) and test for the coefficient of x to be zero. (That's R only, BTW.) -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
