Your approach is valid ONLY IF you are willing to ignore the fact that the slope to which you are comparing your slope is itself an estimate. That is - you can use your CI to compare to a particular hypothesized value - basically testing the hypothesis Ho: beta = beta_0, where beta_0 is some hypothesized value, possibly from the literature. However, if you really want to see if two slopes are equal, say Ho: beta_1 = beta_2, you are better off using the test on p. 360 of Zar. This essentially looks at the CI of the difference in slopes (b_1 - b_2) to see if it includes 0.
On 8/16/06, David Whitacre <[EMAIL PROTECTED]> wrote: > > While we're on regression--I know this is a really dumb question and I > should know the answer. But here goes, my ignorance on display: > > In comparing some regressions to published ones, how do I test for > significant difference in slope? I have calculated the 95% C.I. of my > slope by using the t distribution applied to the SE of the slope, as > described on p. 331 of Zar (1996, 3rd edition). > > If somebody else's slope is outside of this C.I., are the two slopes > significantly different at p = 0.05? That is, I don't have to consider the > C.I. on their slope? > > Thanks much for any enlightenment on this very basic issue. > > Dave W. >
