Hello Doug, Perhaps it would just be easier to keep your data together and have a single regression with a term for the grouping variable (a factor with 3 levels). If the groups give identical results the coefficients for the two non-reference grouping variable levels will include 0 in their confidence interval.
Michael On 14 September 2010 06:52, Doug Adams <f...@gmx.com> wrote: > Hello, > > We've got a dataset with several variables, one of which we're using > to split the data into 3 smaller subsets. (as the variable takes 1 of > 3 possible values). > > There are several more variables too, many of which we're using to fit > regression models using lm. So I have 3 models fitted (one for each > subset of course), each having slope estimates for the predictor > variables. > > What we want to find out, though, is whether or not the overall slopes > for the 3 regression lines are significantly different from each > other. Is there a way, in R, to calculate the overall slope of each > line, and test whether there's homogeneity of regression slopes? (Am > I using that phrase in the right context -- comparing the slopes of > more than one regression line rather than the slopes of the predictors > within the same fit.) > > I hope that makes sense. We really wanted to see if the predicted > values at the ends of the 3 regression lines are significantly > different... But I'm not sure how to do the Johnson-Neyman procedure > in R, so I think testing for slope differences will suffice! > > Thanks to any who may be able to help! > > Doug Adams > > ______________________________________________ > 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. > ______________________________________________ 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.