Hello,
for testing coefficients of lm(), I wrote the following function (with
the kind support of this mailing list):
# See Verzani, simpleR (pdf), p. 80
coeff.test <- function(lm.result, idx, value) {
# idx = 1 is the intercept, idx>1 the other coefficients
# null hypothesis: coeff = value
# alternative hypothesis: coeff != value
coeff <- coefficients(lm.result)[idx]
SE <- coefficients(summary(lm.result))[idx,"Std. Error"]
n <- df.residual(lm.result)
t <- (coeff - value )/SE
2 * pt(-abs(t),n) # times two because problem is two-sided
}
This works fine for lm() objects, but fails for rlm() because
df.residual() is NA.
Can I get the degrees of freedom by calculating
n = length(lm.result) - length(coefficients(lm.result))
Thanks for any help!
Jan
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