extract the p value of F statistics from the lm class
On 05/04/2009 4:18 AM, tedzzx wrote:
Dear R users
I have run an regression and want to extract the p value of the F
statistics, but I can find a way to do that.
x<-summary(lm(log(RV2)~log(IV.m),data=b))
Call:
lm(formula = log(RV2) ~ log(IV.m), data = b[[11]])
Residuals:
Min 1Q Median 3Q Max
-0.26511 -0.09718 -0.01326 0.11095 0.29777
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.3059 0.1917 -1.595 0.121
log(IV.m) 0.9038 0.1065 8.488 1.38e-09 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.1435 on 31 degrees of freedom
Multiple R-squared: 0.6991, Adjusted R-squared: 0.6894
F-statistic: 72.04 on 1 and 31 DF, p-value: 1.379e-09
names(x)
[1] "call" "terms" "residuals"
[4] "coefficients" "aliased" "sigma"
[7] "df" "r.squared" "adj.r.squared"
[10] "fstatistic" "cov.unscaled"
x$fstatistic
value numdf dendf
72.04064 1.00000 31.00000
But can not find the p value of F statistics.
If you're looking for something like that, the two places to look are: - the man page ?summary.lm (which gives the answer) - unclass(x) will display the object without the fancy printing, so you can see that the man page is accurate. (Sometimes man pages are incomplete, and this way is needed, but not in this case.) Duncan Murdoch