William Simpson wrote:
Suppose I do a trigonometric regression
fit<-lm(y~ cf + sf)
where cf and sf are the cos and sine components.
b<-coef(fit)
I have the fitted sine component b[2] and the cos component b[3].
Doing summary(fit) gives me the p-values and SEs for b[2] and b[3].
But I want the amplitude of the fitted waveform
amp<-sqrt(b[2]^2+b[3]^2)
Can someone please tell me how to get the p-value for amp?
"the p-value for amp" is ambiguous; p-values refer to tests, not
functions. But let's assume you want to test whether amp = 0. Then
this is achieved by an F test comparing the model with cf and sf versus
one without it. You'll see it in summary(fit) at the bottom of the
display. If you want to include other covariates in the model, you can
use anova, e.g.
anova(lm(y ~ other), lm(y ~ cf + sf + other))
Duncan Murdoch
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