I'm running a huge number of regressions in a loop, so I tried lm.fit for a speedup. However, I would like to be able to calculate the t-stats for the coefficients.
Does anyone have some functions for calculating the regression summary stats of an lm.fit object? Thanks, Whit ______________________________________________ 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.
