On Wed, 21 Oct 2009, CE.KA wrote:
Hi R users
I used R to get the results of a linear regression
reg<-lm(y~x)
here are the results:
# Call:
# lm(formula = donnees$txi7098 ~ donnees$txs7098)
#
# Residuals:
# Min 1Q Median 3Q Max
# -0.037971 -0.013373 -0.004947 0.010618 0.053235
#
# Coefficients:
# Estimate Std. Error t value Pr(>|t|)
# (Intercept) 0.08547 0.03028 2.822 0.011738 *
# donnees$txs7098 0.62306 0.12847 4.850 0.000150 ***
# ---
# Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
#
# Residual standard error: 0.02199 on 17 degrees of freedom
# Multiple R-squared: 0.5805, Adjusted R-squared: 0.5558
# F-statistic: 23.52 on 1 and 17 DF, p-value: 0.0001502
I know how to get the coefficients as variable
for exemple:
reg$coefficients[1]=0.08547 (Estimate )
reg$coefficients[2]=0.62306 (Estimate )
The recommended way to extract many quantities from fitted model objects
(including "lm" and "glm" objects but also many others) are extractor
functions. Instead of
reg$coefficients
it is preferred to use
coef(reg)
Similarly, there are extractors vcov(), logLik(), residuals(), fitted(),
deviance() etc. summary() computes many statistics as well, in particular,
summary()$coefficients has the table of coefficients with standard errors,
t statistics etc.
My question is:
Is there a way to get the other results of lm as variables?
-Std. Errors?
Either via
sqrt(diag(vcov(reg)))
or
summary(reg)$coefficients[,2]
-t value?
-Pr(>|t|) ?
Also via summary(reg)$coefficients[,3] and [,4] respectively.
-Residual standard error?
summary(reg)$sigma
-Multiple R-squared?
summary(reg)$r.squared
-F-statistic?
summary(reg)$fstatistic
hth,
Z
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