On Wed, 20 Jun 2007, David C. Howell wrote: > I am writing a resampling program for multiple regression using lm(). I > resample the data 10,000 times, each time extracting the regression > coefficients. At present I extract the individual regression > coefficients using > > brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll) > bcoef[i,] = brg$coef > > This works fine. > > But now I want to extract the t tests on these coefficients. I cannot > find how these coefficients are stored, if at all. When I try > attributes(brg) > I do not find the t values as the attributes of the object. Typing > summary(brg) will PRINT the coefficients, their standard errors, t, and > the associated probability. I would like to type something like > tcoeff[i,] = brg$tvalue > but, of course, tvalue doesn't exist. > > Is there a simple way to extract, or compute if necessary, these values?
coef(summary(brg)) gives you the table, so coef(summary(brg))[,3] gives you the t values (but they are not t-tests per se). ?summary.lm would have told you this. > Thanks, > Dave Howell -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch 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.
