simple question on one-sided p-values for coef() on output of lm()
Yes, of course! Thank you. So, I guess the answer is that R itself can not be made to do so directly. Many thanks for confirming this. Sincerely, Ranjan
On Wed, 21 Feb 2007 20:23:55 +0000 (GMT) Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
On Wed, 21 Feb 2007, Ranjan Maitra wrote:
I was wondering if it is possible to get the p-values for one-sided tests on the parameters of a linear regression. For instance, I use lm() and store the result in an object. lm() gives me a matrix, using summary() and coef() on which gives me a matrix containing the coefficients, the standard errors, the t-statistics and the two-sided p-values by default. Can I get it to provide me with one-sided p-values (something like alternative less than or greater than)?
Not 'it', but you can easily do the calculation yourself from the output. E.g. example(lm) s <- summary(lm.D90) pt(coef(s)[, 2], s$df[2], lower=FALSE) # or TRUE -- Brian D. Ripley, ripley at stats.ox.ac.uk 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