[R] simple question on one-sided p-values for coef() on output of lm()
Ranjan Maitra
maitra at iastate.edu
Wed Feb 21 21:26:18 CET 2007
Yes, of course! Thank you. So, I guess the answer is that R itself can not be made to do so directly.
Many thanks for confirming this.
Sincerely,
Ranjan
On Wed, 21 Feb 2007 20:23:55 +0000 (GMT) Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
> On Wed, 21 Feb 2007, Ranjan Maitra wrote:
>
> > I was wondering if it is possible to get the p-values for one-sided
> > tests on the parameters of a linear regression.
> >
> > For instance, I use lm() and store the result in an object. lm() gives
> > me a matrix, using summary() and coef() on which gives me a matrix
> > containing the coefficients, the standard errors, the t-statistics and
> > the two-sided p-values by default. Can I get it to provide me with
> > one-sided p-values (something like alternative less than or greater
> > than)?
>
> Not 'it', but you can easily do the calculation yourself from the output.
> E.g.
>
> example(lm)
> s <- summary(lm.D90)
> pt(coef(s)[, 2], s$df[2], lower=FALSE) # or TRUE
>
> --
> Brian D. Ripley, ripley at stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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