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
?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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
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New York, NY 10010
tel: (212) 845-4495 (Tu, Th)
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On Thu, 29 Sep 2005, 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?There is a confint method: e.g., R> fm <- lm(dist ~ speed, data = cars) R> confint(fm, parm = "speed") 2.5 % 97.5 % speed 3.096964 4.767853 hth, Z> (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 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >
?confint> -----Oprindelig meddelelse----- > Fra: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch] P?? vegne af Christian Hennig > Sendt: 29. september 2005 13:19 > Til: r-help-request Mailing List > Emne: [R] Regression slope confidence interval > > 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 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > >
Why not use vcov() and the normal approximation ?
> 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.D9 <- lm(weight ~ group)
>
> cbind(estimate = coef(lm.D9),
+ lower = coef(lm.D9) - 1.96 * diag(vcov(lm.D9)),
+ upper = coef(lm.D9) + 1.96 * diag(vcov(lm.D9)))
estimate lower upper
(Intercept) 5.032 4.9369482 5.1270518
groupTrt -0.371 -0.5611037 -0.1808963
To address your needs, it might also be possible to write a method for
the generic of intervals() in package nlme.
Best,
Renaud
Christian Hennig a ??crit :> 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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
--
Renaud Lancelot
Directeur Adjoint charg?? des Affaires Scientifiques
Deputy Director for Scientific Affairs
D??partement EMVT du CIRAD, TA 30/B
Campus International de Baillarguet
34398 Montpellier Cedex 5 - France
Tel. +33 (0)4 67 59 37 17
Secr. +33 (0)4 67 59 39 04
Fax +33 (0)4 67 59 37 95
Sorry, I forgot confint and I made a mistake in my suggestion which
should be:
cbind(estimate = coef(lm.D9),
lower = coef(lm.D9) - 1.96 * sqrt(diag(vcov(lm.D9))),
upper = coef(lm.D9) + 1.96 * sqrt(diag(vcov(lm.D9))))
Best,
Renaud
Christian Hennig a ??crit :> 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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
--
Renaud Lancelot
Directeur Adjoint charg?? des Affaires Scientifiques
Deputy Director for Scientific Affairs
D??partement EMVT du CIRAD, TA 30/B
Campus International de Baillarguet
34398 Montpellier Cedex 5 - France
Tel. +33 (0)4 67 59 37 17
Secr. +33 (0)4 67 59 39 04
Fax +33 (0)4 67 59 37 95