The code is quite long because I am running a WLS regression instead of an
OLS regression (due to heteroscedasticity). First, I get mean structure,
then get mean/SD relationship, then improve the variance structure by using
weights proportional to 1/variance.
I am quite sure this is not relevant, so I will only post the rest of the
code. Let me know if you need that part, too. I appreciate the help Uwe!
Best,
T.
m3 = lm(s8_1234_m~ Sex + HisDep + FamHis + ZNeuro + ZEFE + Zwh_1234_m +
Zale_1234_m+t0s8, weights=W, data=D)
> summary(m3)
Call:
lm(formula = s8_1234_m ~ Sex + HisDep + FamHis + ZNeuro + ZEFE +
Zwh_1234_m + Zale_1234_m + t0s8, data = D, weights = W)
Residuals:
Min 1Q Median 3Q Max
-1.3691 -0.5453 -0.4104 0.2606 7.0111
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.20961 0.01681 12.472 < 2e-16 ***
Sex -0.02321 0.01708 -1.359 0.17435
HisDep 0.02544 0.01987 1.281 0.20052
FamHis -0.02183 0.01798 -1.215 0.22478
ZNeuro 0.07939 0.01007 7.882 6.87e-15 ***
ZEFE 0.02243 0.01056 2.124 0.03385 *
Zwh_1234_m 0.04265 0.00814 5.240 1.88e-07 ***
Zale_1234_m 0.02877 0.00975 2.951 0.00323 **
t0s8 0.38980 0.06504 5.993 2.67e-09 ***
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
Residual standard error: 0.9321 on 1280 degrees of freedom
Multiple R-squared: 0.1282, Adjusted R-squared: 0.1228
F-statistic: 23.54 on 8 and 1280 DF, p-value: < 2.2e-16
> coef(summary(m1))[,4]
(Intercept) Sex HisDep FamHis ZNeuro
ZEFE Zwh_1234_m Zale_1234_m
3.042584e-23 2.146371e-01 2.769561e-01 9.988154e-01 5.682278e-13
5.243800e-03 2.599513e-07 3.116738e-02
t0s8
1.741608e-17
On 12 February 2013 15:07, Uwe Ligges <lig...@statistik.tu-dortmund.de>wrote:
>
>
> On 12.02.2013 14:44, Torvon wrote:
>
>>
>>
>> Thank you, Uwe.
>>
>> summary(m1) gives me p-value estimates of:
>> (Intercept) 2e-16
>> x1 6.9e-15
>> x2 1.9e-07
>> x3 2.7e-09
>>
>> While coef(summary(m1))[,4] gives me:
>> (Intercept) 3.0e-23
>> x1 5.7e-13
>> x2 2.6e-07
>> x3 1.7e-17
>>
>> While the first one confirms my suspicion (-23 instead of -16), the
>> latter one vary drastically (especially x3 from -09 to -17). Why is that?
>>
>
>
> Can you show the complete code and output?
>
> Uwe Ligges
>
> Thank you!
>> T.
>>
>>
>>
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