[R] Regression slope confidence interval

[Chuck Cleland]

?confint

For example:

 > ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
 >      trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
 >      group <- gl(2,10,20, labels=c("Ctl","Trt"))
 >      weight <- c(ctl, trt)
 > lm(weight ~ group)

Call:
lm(formula = weight ~ group)

Coefficients:
(Intercept)     groupTrt
       5.032       -0.371

 > confint(lm(weight ~ group))
                 2.5 %    97.5 %
(Intercept)  4.569340 5.4946602
groupTrt    -1.025300 0.2833003

Christian Hennig wrote:
> Hi list,
> 
> is there any direct way to obtain confidence intervals for the regression
> slope from lm, predict.lm or the like?
> (If not, is there any reason? This is also missing in some other statistics
> softwares, and I thought this would be quite a standard application.)
> I know that it's easy to implement but it's for
> explanation to people who faint if they have to do their own
> programming...
> 
> Christian
> 
> *** --- ***
> Christian Hennig
> University College London, Department of Statistical Science
> Gower St., London WC1E 6BT, phone +44 207 679 1698
> chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche
> 
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-- 
Chuck Cleland, Ph.D.
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