Re: [R] Regression slope confidence interval

2005-10-01 Thread Prof Brian Ripley
On Thu, 29 Sep 2005, Christian Hennig wrote: >> ?confint >> > > Thank you to all of you. > > As far as I see this is not mentioned on the lm help page (though I > presumably don't have the recent version), which I would > suggest... and I would suggest that you study a good book on the subject.

Re: [R] Regression slope confidence interval

2005-09-29 Thread Renaud Lancelot
Sorry, I forgot confint and I made a mistake in my suggestion which should be: cbind(estimate = coef(lm.D9), lower = coef(lm.D9) - 1.96 * sqrt(diag(vcov(lm.D9))), upper = coef(lm.D9) + 1.96 * sqrt(diag(vcov(lm.D9 Best, Renaud Christian Hennig a écrit : > Hi list, > > is ther

Re: [R] Regression slope confidence interval

2005-09-29 Thread Renaud Lancelot
Why not use vcov() and the normal approximation ? > ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14) > trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69) > group <- gl(2,10,20, labels=c("Ctl","Trt")) > weight <- c(ctl, trt) > lm.D9 <- lm(weight ~ group) > > cbind(estimat

Re: [R] Regression slope confidence interval

2005-09-29 Thread Christian Hennig
> ?confint > Thank you to all of you. As far as I see this is not mentioned on the lm help page (though I presumably don't have the recent version), which I would suggest... Best, Christian On Thu, 29 Sep 2005, Chuck Cleland wrote: > ?confint > > For example: > > > ctl <- c(4.17,5.58,5.18,6.1

Re: [R] Regression slope confidence interval

2005-09-29 Thread Achim Zeileis
On Thu, 29 Sep 2005, Christian Hennig wrote: > Hi list, > > is there any direct way to obtain confidence intervals for the regression > slope from lm, predict.lm or the like? There is a confint method: e.g., R> fm <- lm(dist ~ speed, data = cars) R> confint(fm, parm = "speed") 2.5 % 9

Re: [R] Regression slope confidence interval

2005-09-29 Thread Søren Højsgaard
?confint > -Oprindelig meddelelse- > Fra: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] På vegne af Christian Hennig > Sendt: 29. september 2005 13:19 > Til: r-help-request Mailing List > Emne: [R] Regression slope confidence interval > > Hi list, > &

Re: [R] Regression slope confidence interval

2005-09-29 Thread Chuck Cleland
?confint For example: > ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14) > trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69) > group <- gl(2,10,20, labels=c("Ctl","Trt")) > weight <- c(ctl, trt) > lm(weight ~ group) Call: lm(formula = weight ~ group) Coe

[R] Regression slope confidence interval

2005-09-29 Thread Christian Hennig
Hi list, is there any direct way to obtain confidence intervals for the regression slope from lm, predict.lm or the like? (If not, is there any reason? This is also missing in some other statistics softwares, and I thought this would be quite a standard application.) I know that it's easy to imple

Re: [R] regression slope

2004-07-21 Thread Douglas Bates
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? Another

RE: [R] regression slope

2004-07-21 Thread Pfaff, Bernhard
see also the contributed document by John Verzani, Simple R, page 87f. > 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) ) > > > > >

Re: [R] regression slope

2004-07-20 Thread Sundar Dorai-Raj
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) ) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.1418 0.1294 1.0950.288 x

Re: [R] regression slope

2004-07-20 Thread Corey Moffet
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) ) > > >Coefficients: >Estimate Std. Error t value Pr(>|t|) >(Inter

Re: [R] regression slope

2004-07-20 Thread Adaikalavan Ramasamy
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) ) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.1418 0.1294 1.0950.288 x 2.2058

[R] regression slope

2004-07-20 Thread Avril Coghlan
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 re