For instance, do you do it over Length for each cell in a 4-way (Fold x Set x Subset x Method) table?
Exactly. Same as for the regression of Aubqe on L, as per my explanatory post of 12/12 at 9:10 (which you readily understood.)
2. You wrote:
?there is another formula for the denominator of the t.?
Thanks as always for your time and patience in providing the details ? I can readily compute the denominator you suggest because of what I did to get the covariance matrix from Ivo?s module ? remember ? he does the heavy lifting by returning an A that has been computed both slickly and accurately. I do the rest, which is not as problematic.
3. You wrote:
?So far the all the plots look pretty linear, with just a hint of positive curvature.?
Please see my post immediately following this one.
4. You asked:
"please explain the labels AuqSE, AubuSE, AubquSE, AubeSE, AubqeSE".
Sorry ? these labels come from what I?m calling the regressions themselves (at least in my mind):
Ruq is the regression of c on (u,u^2), so Auq is the average slope as defined for you for Ruq
Rub is the regression of c on (e,u,u*e), so AubuSE and AubeSE are the two average slopes you defined for Rub ? one for u and one for e
Rubq is the regression of c on (e,u,u*e,u^2), so AubqeSE and AubquSe are the two average slopes you defined for Rubq ? again, one for u and one for e.
In all the above, ?q? signals the involvement of the square term ?u^2? and ?b? signals the involvement of the cross-term u*e.
If you want to change notation here, please feel free to suggest alternatives of your liking.