Re: Comparing regression slopes?
- To: mathgroup at smc.vnet.net
- Subject: [mg43540] Re: Comparing regression slopes?
- From: koopman at sfu.ca (Ray Koopman)
- Date: Fri, 19 Sep 2003 03:42:06 -0400 (EDT)
- References: <bk9ksf$64$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Jonathan Greenberg <greenberg at ucdavis.edu> wrote in message news:<bk9ksf$64$1 at smc.vnet.net>... > I was hoping someone could help me out getting this done in Mathematica: > > I have two continuous variables, X and Y that I regress with no intercept, > so the equation ends up being: > > Y = MX > > My question is, does M significantly differ from some arbitrary value Z (Z > <> 0 in this case)? How do I do this in Mathematica? Is there someplace I > can just type in my expected Z and have Mathematica spit out a p-value? > Thanks! > > --j The simplest way to handle this is to note that u = y - z*x should be orthogonal to x if z is the true slope, and that the p-value for testing this is BetaRegularized[1-(u.x)^2/(u.u x.x),(Length[u]-1)/2,1/2] if the usual assumptions hold.