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Re: Comparing regression slopes?

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  • Subject: [mg43540] Re: Comparing regression slopes?
  • From: koopman at (Ray Koopman)
  • Date: Fri, 19 Sep 2003 03:42:06 -0400 (EDT)
  • References: <bk9ksf$64$>
  • Sender: owner-wri-mathgroup at

Jonathan Greenberg <greenberg at> wrote in message 
news:<bk9ksf$64$1 at>...
> 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.

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