How to compare two regression line slopes
Ask on R-help, but note that this is more of a statistics question that a R question.\ Kasper
On Jan 27, 2009, at 6:08 , Etienne Toffin wrote:
Hi, I've made a research about how to compare two regression line slopes (of y versus x for 2 groups, "group" being a factor ) using R. I knew the method based on the following statement : t = (b1 - b2) / sb1,b2 where b1 and b2 are the two slope coefficients and sb1,b2 the pooled standard error of the slope (b) which can be calculated in R this way:
df1 <- data.frame(x=1:3, y=1:3+rnorm(3)) df2 <- data.frame(x=1:3, y=1:3+rnorm(3)) fit1 <- lm(y~x, df1) s1 <- summary(fit1)$coefficients fit2 <- lm(y~x, df2) s2 <- summary(fit2)$coefficients db <- (s2[2,1]-s1[2,1]) sd <- sqrt(s2[2,2]^2+s1[2,2]^2) df <- (fit1$df.residual+fit2$df.residual) td <- db/sd 2*pt(-abs(td), df)
[1] 0.9510506 However, I also found a procedure in Wonnacott & Wonnacott, that is based on the use of a mute variable D that will have a binary value according to the group to which a given point belongs (group : D=0; group 2: D=1). Then the equation that is computed is as follow: y = b0 + b1.x + D.b2.x which can be computed in R with:
fit <- lm(y ~ group + x + x:group)
where y is the response of the 2 groups. The p-value of x:group gives the probability for the two slopes to be different, and the estimated values of parameters are these of both populations. These two methods have already been described in the mailing list but not confronted and discussed. So, my questions are: - are these methods different ? - which one should be preferentially used ? I don't think I'm really clear and I know I'm not rigorous at all in my descriptions, but I hope someone will understand me. Thanks, Etienne ------------------------------------------------------------------- Etienne Toffin, PhD Student Unit of Social Ecology Universit? Libre de Bruxelles, CP 231 Boulevard du Triomphe B-1050 Brussels Belgium Tel: +32(0)2/650.55.30 Fax: +32(0)/650.59.87 Skype: etienne_titou http://www.ulb.ac.be/sciences/use/toffin.html
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