On 24/10/2011 1:47 PM, Jim Bouldin 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:

It's not part of the object, it is computed when the object is printed. To see the print method, do this:

class(test2[[1]])

(which will print "summary.lm" if I'm reading your code properly). Then print.summary.lm is the print method:

getAnywhere(print.summary.lm)

It's fairly long, but I think the part you want is

        cat(",\tAdjusted R-squared:", formatC(x$adj.r.squared,
            digits = digits), "\nF-statistic:", formatC(x$fstatistic[1L],
            digits = digits), "on", x$fstatistic[2L], "and",
x$fstatistic[3L], "DF, p-value:", format.pval(pf(x$fstatistic[1L],
                x$fstatistic[2L], x$fstatistic[3L], lower.tail = FALSE),
                digits = digits), "\n")

Here, x is the summary object.

Duncan Murdoch
>  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

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