Message-ID: <49D89A71.8080302@stats.uwo.ca>
Date: 2009-04-05T11:48:01Z
From: Duncan Murdoch
Subject: extract the p value of F statistics from the lm class
In-Reply-To: <22891475.post@talk.nabble.com>
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