[R] Comparing two regression line slopes

[Alain Guillet]

Hello benedikt,

You say the slopes differ significantly if the p-value is less than a 
given threshold, most of the time 0.05.

Please, note that fitting a linear regression through three points is 
senseless...

Regards,
Alain


Benedikt Niesterok wrote:
> Hello R users,
> I've used the following help:
>
>   
>> "Comparing two regression line slopes"
>> 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)
>>     
> Using my data I finally get the value of the test, which is: 2.245e-7.
> Do my slopes differ significantly now?
> Thanks for help,  Benedikt
>  
>
> --
>
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>   

-- 
Alain Guillet
Statistician and Computer Scientist

SMCS - Institut de statistique - Université catholique de Louvain
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