[R] multiple pairwise slope comparisons

John Janmaat jjanmaat at acadiau.ca
Mon Mar 11 15:02:46 CET 2002



John Fox wrote:

> At 06:36 AM 3/10/2002 -0400, John Janmaat wrote:
> 
>> I have a linear model with different slopes for different treatment 
>> groups.  I need to pairwise compare the different slope estimates for 
>> the different treatment groups.  Is there a package that does pairwise 
>> comparisons of slope coefficients, making the appropriate adjustments 
>> in the P values?
> 
> 
> Dear John,
> 
> I'm not aware of anything that does this directly, but there are several 
> simple ways of making these comparisons.
> 
> For example, if you use treatment contrasts (the default in R) and fit a 
> model with a constant, then the coefficients for the interaction will 
> give you slope comparisons with the the baseline category (and the 
> associated t- and p-values). You could then use the linear.hypothesis 
> function in the car package to compare other pairs of slopes (via pairs 
> of coefficients for the interaction), or, alternatively, refit the model 
> with different baseline categories until you have all of the pairwise 
> slope comparisons.
> 
> Once you have the p-values for the pairs, you could use p.adjust to get 
> adjusted p-values, compute Scheffe tests, or whatever you had in mind.
> 
> If this is something that you need to do a lot, it wouldn't be hard to 
> write a small function to implement the procedure.
> 
> I hope that this helps,
>  John

John.

Thanks for the comment.  I have actually set up the multiple treatment 
groups with dummy variables in a regression model.  I programmed up a 
Tukey (from Zarr's Biometrics) to compare the differences.

If I understand your outline, I should just be able to calculate the P 
values or simple pairwise t tests between my coefficients of interest, 
and use p.adjust to make the multiple comparison correction.  Is this 
correct?

Thanks,

John.

-- 
==========================================
John Janmaat
Department of Economics
Acadia University, Wolfville, NS, B0P 1X0
(902)585-1461

All opinions stated are personal, unless
otherwise indicated.

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