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How to get the P-values from GLM results?

4 messages · Alex Wang, C.H., Bill Venables +1 more

C.H.
# 
abc <- glm(x~y)
summary(abc)
On Wed, Mar 19, 2008 at 11:51 AM, Alex Wang <alecwang80 at gmail.com> wrote:

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Bill Venables
    

    

      
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Why use glm(...) for a multiple regression?  A multiple regression model
is just an LM, not a GLM.  glm(...) is the long way round, at best.

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fm <- lm(y ~ x1+x2+..., data = myData)  ## fits the model
summary(fm)            ## will show you the tests, including p-values

pv <- summary(fm)$coef[, "Pr(>|t|)"]  ## will extract them



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Alex Wang
Sent: Wednesday, 19 March 2008 1:51 PM
To: r-help at r-project.org
Subject: [R] How to get the P-values from GLM results?

Hello all,

  I have a question concerning how to get the P-value for a explanatory
variables based on GLM.

 I'll run multiple regressions with GLM, and I'll need the P-value for
the
same explanatory variable from these multiple GLM results.

 I check the help and there are quite a few Value options but I just
can
not find anyone  about the p-value.

 Could anyone help me with that?

Thanks a lot!

Alex


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      Jarrett Byrnes
    

    

      
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I believe you're looking for summary.  So

my.glm<-glm(Response ~ TrtA*TrtB)
summary(my.glm)

will give you p values for each parameter value.  Similarly anova(my.glm)
will give you p values for the likelihood ratio chi-square statistic for
each factor using sequential tests.  You can also use Anova from the car
library for tests corresponding to a type II sums of squares analysis.