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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:
Sorry if this is an obvious one, but is there a simple way to modify the lm function to test whether a slope coefficient is significantly different from 1 instead of different from 0?
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
Martin Biuw wrote:
Hi, Sorry if this is an obvious one, but is there a simple way to modify the lm function to test whether a slope coefficient is significantly different from 1 instead of different from 0? Thanks,
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