Thank you! How large is large sample?
What about 50 data points in D1 and another 50 data points in D2? Thanks a lot! On Wed, Mar 14, 2012 at 11:49 AM, peter dalgaard <pda...@gmail.com> wrote: > > On Mar 14, 2012, at 16:21 , Michael wrote: > > > How to test the statistical significance of the difference of two > > univariate Linear Regression betas? > > > > Hi all, > > > > There are two samples of data: D1 and D2. > > > > On data D1 we do a univariate Linear Regression and get the coefficient > > beta1. > > > > On data D2 we do a univariate Linear Regression and get the coefficient > > beta2. > > > > How do I test the statistical significance of (beta1-beta2)? > > > > Could you please recommend packages/commands in R for doing this? > > Well, the large-sample test would be to calculate the se of the difference > as > > se <- sqrt(se1^2+se2^2) > > and then Z <- (beta1-beta2)/se; 2*pnorm(-abs(Z)). > > For small samples you might consider joining the two data sets and test > for an interaction between your predictor and an indicator for D1 or D2. > Other options are possible, if you know a bit of theory. > > > > > Thanks a lot! > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > > and provide commented, minimal, self-contained, reproducible code. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > > > > > > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
