Dear List,
I used rlm to calculate two regression models for two data sets (rlm due to two outlying values in one of the data sets). Now I want to compare the two regression slopes. I came across some R-code of Spencer Graves in reply to a similar problem:
http://www.mail-archive.com/[EMAIL PROTECTED]/msg06666.html
The code was:
> df1 <- data.frame(x=1:10, y=1:10+rnorm(10)) #3observations in original code
> df2 <- data.frame(x=1:10, y=1:10+rnorm(10))
>
> fit1 <- lm(y~x, df1)
> s1 <- summary(fit1)$coefficients
> fit2 <- lm(y~x, df2)
> s2 <- summary(fit2)$coefficients
>
> db <- (s2[2,1]-s1[2,1])
> sd <- sqrt(s2[2,2]^2+s1[2,2]^2)
> df <- (fit1$df.residual+fit2$df.residual)
> td <- db/sd
> 2*pt(-abs(td), df)
[1] 0.9510506
However when I use rlm instead of lm I get NA for df.residual. > fit1 <- rlm(y~x, df1) > fit1$df.residual [1] NA
Does this mean that I can not apply the code for values gained by rlm? In the example above I continued by taking the df from:
> summary(fit1)$df[2]
[1] 8
Is this o.k.?
Help greatly appreciated.
Best, Nathan Weisz
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