On 05-Apr-09 08:18:27, 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$fstatistic
> value numdf dendf
> 72.04064 1.00000 31.00000
>
> But can not find the p value of F statistics.
> Thanks
> Ted
Maybe you were looking in the wrong place. A few lines above the
output from x$fstatistic
x$fstatistic
value numdf dendf
72.04064 1.00000 31.00000
you will find
F-statistic: 72.04 on 1 and 31 DF, p-value: 1.379e-09
and therefore will find the P-value. However, maybe that is not
the question you really wanted to ask. If that is what I think it
may be, you could
1: Observe that x$fstatistic is a vector with 3 values which
are: value of F; numerator df; demoninator df
2: Note (from ?pf)
pf(q, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)
3: Therefore do
pf(x$fstatistic[1],x$fstatistic[2],x$fstatistic[3],lower.tail=FALSE)
# [1] 1.378626e-09
Note that the P-value is not in the list of values returned by lm()
although $fstatistic is one of the values. The computation of the
P-value in the displayed output from summary.lm() is done by the
'print' method for summary.lm() (just as in [3] above).
Hoping this helps,
Ted.
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E-Mail: (Ted Harding) <ted.hard...@manchester.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 05-Apr-09 Time: 13:12:45
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