Pick up a book or the like on ordinary least squares regression, which is what lm() in its plain vanilla application does. The t-value is the estimated coefficient divided by the standard error. The standard errors of the coefficients are the diagonal entries of the variance-covariance matrix.
x<-rnorm(100) y<-2+x+rnorm(100) reg<-lm(y~x) summary(reg)$coefficients sqrt(diag(vcov(reg))) See also: http://en.wikipedia.org/wiki/Ordinary_least_squares HTH, Daniel Lao Meng wrote: > > Hi all: > I have a question about lm on t-test. > > data(sleep) > > I wanna perform t-test to test the difference between the 2 groups: > > I can use: > t.test(extra~group) > > The t.test result shows that:t = -1.8608; mean1=0.75,mean2=2.33 > > > But I still wanna use: > summary(lm(extra~group)) > > Intercept=0.75,which is mean1,just the same as t.test. > group2=1.58 means the difference of the 2 groups,so > mean2=1.58+0.75=2.33,just the same as t.test. > And some parameters of group2(t value,Pr) are the same as t.test,since > group2 is the difference of the 2 groups. > > My question is: > How the "t value" of Intercept(group1 acturally) is calculated? > > > Thanks a lot. > > My best > > [[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. > -- View this message in context: http://r.789695.n4.nabble.com/a-question-about-lm-on-t-test-tp3746371p3752025.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
