R help - Feb 2007 - simple question on one-sided p-values for coef() on output of lm()

Dear list,

I was wondering if it is possible to get the p-values for one-sided tests on the
parameters of a linear regression.

For instance, I use lm() and store the result in an object. lm() gives me a
matrix, using summary() and coef() on which gives me a matrix containing the
coefficients, the standard errors, the t-statistics and the two-sided p-values
by default. Can I get it to provide me with one-sided p-values (something like
alternative less than or greater than)?

Many thanks and best wishes,
Ranjan

On Wed, 21 Feb 2007, Ranjan Maitra wrote:
> I was wondering if it is possible to get the p-values for one-sided 
> tests on the parameters of a linear regression.
>
> For instance, I use lm() and store the result in an object. lm() gives 
> me a matrix, using summary() and coef() on which gives me a matrix 
> containing the coefficients, the standard errors, the t-statistics and 
> the two-sided p-values by default. Can I get it to provide me with 
> one-sided p-values (something like alternative less than or greater 
> than)?
Not 'it', but you can easily do the calculation yourself from the
output.
E.g.

example(lm)
s <- summary(lm.D90)
pt(coef(s)[, 2], s$df[2], lower=FALSE) # or TRUE

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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