Displaying 1 result from an estimated 1 matches for "ssall".
Did you mean:
shall
2003 Jul 30
2
Comparing two regression slopes
...ery grateful for
any tips.
Thanks!
Martin
TwoSlope <-function(lm1, lm2) {
## lm1 and lm2 are two linear models on independent data sets
coef1 <-summary(lm1)$coef
coef2 <-summary(lm2)$coef
sigma <-(sum(lm1$residuals^2)+sum(lm2$residuals^2))/(lm1$df.residual +
lm2$df.residual-4)
SSall <-sum(lm1$model[,2]^2) + sum(lm2$model[,2]^2)
SSprod <-sum(lm1$model[,2]^2) * sum(lm2$model[,2]^2)
F.val <-(as.numeric(coefficients(lm1)[2]) - as.numeric(coefficients(lm2)
[2]))^2/((SSall/SSprod)*sigma)
p.val <-1-pf(F.val, 1, (lm1$df.residual + lm2$df.residual-4))
cat("\n\nTest...