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Regression slopes

3 messages · Martin Biuw, Brian Ripley, Sundar Dorai-Raj

#
No modification needed.  Fit either of

lm(y-x ~ x + z)
lm(y ~ x + z + offset(x))

and the t-test in the summary will be a test of the coefficient of x being 
one.

You can also use such models to do an anova against a modle with unit 
coefficient.
On Thu, 5 Jun 2003, Martin Biuw wrote:

            

  
    
#
Martin Biuw wrote:
There might be an easier way, but the brute force method would be:

R> set.seed(1)
R> x <- data.frame(x = 1:10, y = 1:10 + rnorm(10))
R> lm.x <- lm(y ~ x, data = x)
R> coef.x <- summary(lm.x)$coef
R> # t-statistic comparing slope to 1
R> t.x <- (coef.x["x","Estimate"]-1)/coef.x["x","Std. Error"]
R> # p-value
R> 2 * pt(abs(t.x), lm.x$df, lower = FALSE)
[1] 0.5559868

Hope this helps,

Sundar