extract the p value
It's not directly extractable since it's calculated on the fly in the
printing method. If you type stats:::print.summary.lm, you can see
the code the leads to the calculation: It's basically (I'm leaving out
some formatting stuff):
pf(x$fstatistic[1L], x$fstatistic[2L], x$fstatistic[3L], lower.tail = FALSE)
where the fstatistic is calculated in summary.lm. You can write a
little helper to calculate this yourself -- just something like
getModelPValue <- function(m) {
stopifnot(inherits(m, "lm"))
s <- summary.lm(m)
pf(s$fstatistic[1L], s$fstatistic[2L], s$fstatistic[3L], lower.tail = FALSE)
}
And you can just extract the necessary parts of summary.lm if speed is
a concern.
Hope this helps,
Michael
On Mon, Oct 24, 2011 at 1:47 PM, Jim Bouldin <bouldinjr at gmail.com> wrote:
OK, what is the trick to extracting the overall p value from an lm object? It shows up in the summary(lm(model)) output but I can't seem to extract it:
test2 = apply(aa, 1, function(x) summary(lm(x[,1] ~ 0 + x[,3] + x[,6]))) test2[[1]]
Call: lm(formula = x[, 1] ~ 0 + x[, 3] + x[, 6]) [omitted summary output] F-statistic: 40.94 on 2 and 7 DF, ?p-value: 0.0001371 It does not seem to be obtainable from anova(lm(model)) either, only the p values for the individual predictors. Stumped. Jim Bouldin Research Ecologist ? ? ? ?[[alternative HTML version deleted]]
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