I want to test if the slope in a simple linear regression is equal to a given constant other than zero.
> x <- c(1,2,3,4)
> y <- c(2,5,8,13)
> fit <- lm(y ~ x)
> summary(fit)
Call:
lm(formula = y ~ x)
Residuals:
1 2 3 4
0.4 -0.2 -0.8 0.6
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -2.0000 0.9487 -2.108 0.16955
x 3.6000 0.3464 10.392 0.00913 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.7746 on 2 degrees of freedom
Multiple R-squared: 0.9818, Adjusted R-squared: 0.9727
F-statistic: 108 on 1 and 2 DF, p-value: 0.009133
> confint(fit)
2.5 % 97.5 %
(Intercept) -6.081855 2.081855
x 2.109517 5.090483
In this example, I want to test if the slope is equal to 5. I know I won't reject it since 5 is in the 95% CI. But is there a function which can give me the p-value directly?
You just have to construct the t-statistic for the null hypothesis slope=5:
# Compute Summary with statistics
sfit<- summary(fit)
# Compute t-student H0: intercept=5. The estimation of coefficients and their s.d. are in sfit$coefficients
tstats <- (5-sfit$coefficients[2,1])/sfit$coefficients[2,2]
# Calculates two tailed probability
pval<- 2 * pt(abs(tstats), df = df.residual(fit), lower.tail = FALSE)
print(pval)
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