In a dummy variable regression without the interaction(s) between the covariate (x) and the dummy variable(s) (i.e., parallel lines) the coefficient for the dummy variables tests for a difference in intercepts between the level of the dummy variable and the reference level. Thus, all dummy variables from a particular linear model fit only compare intercepts with the reference level. Other intercept comparisons may be found by changing the reference level, which requires refitting the model.
Alternatively, Tukey's HSD method of multiple comparisons may be used, but this requires adjusting the original observations as if the original observations were all collected at the exact same value of the covariate (x). Because of this required adjustment, the TukeyHSD
function is inappropriate for testing for difference in intercepts in a dummy variable regression.
This function provides a statistical comparison of all pairs of intercepts by first adjusting the observed data to a common value of the covariate (common.cov
), computing a one-way ANOVA to determine if the mean adjusted values differ by level of the group factor in the original dummy variable regression, and then submitting the one-way ANOVA results to the TukeyHSD
function to determine for which levels the mean adjusted values differ. The levels for which the mean adjusted values differ are also the levels for which the intercepts differ.
The default is to compute the adjusted values at the mean value of the covariate (i.e., common.cov=mean(x)
. However, if interest is in the intercepts (i.e., at X=0) then common.cov=0
should be used instead.