如何从lmodel2 OLS输出获取y截距的标准误差(标准偏差)?
lmodel2手册的摘录内容如下:
对于OLS的截距,使用 统计教科书中的标准公式;结果是 与标准统计软件相同。没有这样的公式, 其他三种方法都知道提供正确的α覆盖率。
library(tibble)
library(lmodel2)
my_df <- tibble(x = rnorm(10, mean = 0, sd = 1),
y = runif(10, min = 1, max = 5))
lmodel2(y ~ x, data = my_df, range.y = NULL, range.x = NULL, nperm = 99)
这是运行示例的输出:
Model II regression
Call: lmodel2(formula = y ~ x, data = my_df, range.y = NULL, range.x = NULL, nperm = 99)
n = 10 r = -0.3888185 r-square = 0.1511798
Parametric P-values: 2-tailed = 0.2668003 1-tailed = 0.1334002
Angle between the two OLS regression lines = 47.50357 degrees
Permutation tests of OLS, MA, RMA slopes: 1-tailed, tail corresponding to sign
A permutation test of r is equivalent to a permutation test of the OLS slope
P-perm for SMA = NA because the SMA slope cannot be tested
Regression results
Method Intercept Slope Angle (degrees) P-perm (1-tailed)
1 OLS 2.852733 -0.3837849 -20.99605 0.12
2 MA 2.873461 -0.9670480 -44.04027 0.12
3 SMA 2.874172 -0.9870542 -44.62672 NA
Confidence intervals
Method 2.5%-Intercept 97.5%-Intercept 2.5%-Slope 97.5%-Slope
1 OLS 2.270049 3.435417 -1.125204 0.3576345
2 MA 2.817874 2.774773 1.809865 0.5970973
3 SMA 2.856617 2.909315 -1.975915 -0.4930760
Eigenvalues: 0.9390495 0.4130699
H statistic used for computing C.I. of MA: 0.9319756