On 14-Aug-07 11:36:37, [EMAIL PROTECTED] wrote: > > Hi there, am trying to run a linear regression with a slope of 0. > > I have a dataset as follows > > t d > 1 303 > 2 302 > 3 304 > 4 306 > 5 307 > 6 303 > > I would like to test the significance that these points would lie on a > horizontal straight line. > > The standard regression lm(d~t) doesn't seem to allow the slope to be > set.
The model d~1 will fit a constant (the mean), i.e. a regressio with slope = 0. The model d~t will fit the usual linear regression. The two con be compared with anova(), as well as getting the details of the individual fits with summary(). E.g. (with your example): d<-c(303,302,304,306,207,303) t<-c(1,2,3,4,5,6) lm0<-lm(u~1);lm1<-lm(u~t);anova(lm0,lm1) ##Analysis of Variance Table ##Model 1: u ~ 1 ##Model 2: u ~ t ## Res.Df RSS Df Sum of Sq F Pr(>F) ##1 5 7785.5 ##2 4 6641.4 1 1144.1 0.6891 0.4531 summary(lm0) ## Call: lm(formula = u ~ 1) ## Residuals: ## 1 2 3 4 5 6 ## 15.5 14.5 16.5 18.5 -80.5 15.5 ## Coefficients: ## Estimate Std. Error t value Pr(>|t|) ## (Intercept) 287.50 16.11 17.85 1.01e-05 *** ##Residual standard error: 39.46 on 5 degrees of freedom mean(d) ## [1] 287.5 summary(lm1) ## Call: lm(formula = u ~ t) ## Residuals: ## 1 2 3 4 5 6 ## -4.714 2.371 12.457 22.543 -68.371 35.714 ## Coefficients: ## Estimate Std. Error t value Pr(>|t|) ## (Intercept) 315.800 37.934 8.325 0.00114 ** ## t -8.086 9.740 -0.830 0.45314 ## Residual standard error: 40.75 on 4 degrees of freedom ## Multiple R-Squared: 0.147, Adjusted R-squared: -0.0663 ## F-statistic: 0.6891 on 1 and 4 DF, p-value: 0.4531 The P-value for the slope in lm1 is the same as the P-value returned by anova(). If you want to force a particular non-zero slope (e.g. s0) for comparison with the data, you can use lm0 <- lm(d - s0*t ~ 1), compared with lm1<- lm(d- s0*t ~ t) for instance. Hoping this helps, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 14-Aug-07 Time: 13:16:05 ------------------------------ XFMail ------------------------------ ______________________________________________ R-help@stat.math.ethz.ch 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.
