Your email has become a bit distorted during transmission. If you have used the summary command you should be getting some more summary statistics. The lm function in R returns an object of class "lm" which is a list containing at least the components listed in the help files for lm. The objects in the list are used to produce the summary statistics.
If you are doing more elaborate work this approach (like the use of internal functions in gretl) is very convenient. Best Regards John On 6 December 2011 15:28, Otto F. Wagner <ofwag...@gmail.com> wrote: > Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, > I would like to know if is there some function to obtain a extended summary > like in Gretl. > > I will write a example in Gretl > > > Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) > > Variable dependiente: Invest > > > Coeficient > > St error > > t-ratio > > p-value > > > > const > > 377,631 > > 35,0955 > > 10,7601 > > <0,00001 > > *** > > GNP > > 0,63612 > > 0,055015 > > 11,5627 > > <0,00001 > > *** > > CPI > > -9,70228 > > 0,913737 > > -10,6182 > > <0,00001 > > *** > > Interest > > -0,941363 > > 2,21077 > > -0,4258 > > 0,67927 > > > > time > > 8,49182 > > 3,18142 > > 2,6692 > > 0,02353 > > ** > > > > Average of Dep Var. > > 276,0067 > > > St Error Dep. Var > > 117,5827 > > Squared Sum of remainders > > 818,6362 > > > > Regression standar error > > 9,047852 > > R^2 > > 0,995771 > > > > R^2 adj > > 0,994079 > > F(4, 10) > > 588,6040 > > > > p-value (de F) > > 8,09e-12 > > Log-likelihood > > -51,28100 > > > > Akaike > > 112,5620 > > Schwarz > > 116,1023 > > > > Hannan-Quinn > > 112,5243 > > rho > > -0,440663 > > > > Durbin-Watson > > 2,757428 > > > Like you can see Gretl shows more statisticas. > > The same model in R: > > Call: > lm(formula = Invest ~ CPI + GNP + Interest + Year, data = Tabla6_3) > > Residuals: > Min 1Q Median 3Q Max > -16.397 -3.864 1.391 4.219 15.779 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) -1.633e+04 6.250e+03 -2.612 0.0260 * > CPI -9.702e+00 9.137e-01 -10.618 9.15e-07 *** > GNP 6.361e-01 5.502e-02 11.563 4.14e-07 *** > Interest -9.414e-01 2.211e+00 -0.426 0.6793 > Year 8.492e+00 3.181e+00 2.669 0.0235 * > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > Thanks so much, > > Otto > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
