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rstatlm

Inference about Slope coefficient in R


By default lm summary test slope coefficient equal to zero. My question is very basic. I want to know how to test slope coefficient equal to non-zero value. One approach could be to use confint but this does not provide p-value. I also wonder how to do one-sided test with lm.

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)
summary(lm.D9)

Call:
lm(formula = weight ~ group)

Residuals:
    Min      1Q  Median      3Q     Max 
-1.0710 -0.4938  0.0685  0.2462  1.3690 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   5.0320     0.2202  22.850 9.55e-15 ***
groupTrt     -0.3710     0.3114  -1.191    0.249    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.6964 on 18 degrees of freedom
Multiple R-squared: 0.07308,    Adjusted R-squared: 0.02158 
F-statistic: 1.419 on 1 and 18 DF,  p-value: 0.249 


confint(lm.D9)
              2.5 %    97.5 %
(Intercept)  4.56934 5.4946602
groupTrt    -1.02530 0.2833003

Thanks for your time and effort.


Solution

  • Use the linearHypothesis function from car package. For instance, you can check if the coefficient of groupTrt equals -1 using.

    linearHypothesis(lm.D9, "groupTrt = -1")
    
    Linear hypothesis test
    
    Hypothesis:
    groupTrt = - 1
    
    Model 1: restricted model
    Model 2: weight ~ group
    
      Res.Df     RSS Df Sum of Sq      F  Pr(>F)  
    1     19 10.7075                              
    2     18  8.7292  1    1.9782 4.0791 0.05856 .
    ---
    Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1