Re: [R] Extracting t-tests on coefficients in lm
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, UKFax: +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.
[R] Extracting t-tests on coefficients in lm
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? Thanks, Dave Howell -- David C. Howell PO Box 770059 627 Meadowbrook Circle Steamboat Springs, CO 80477 __ 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.
Re: [R] Extracting t-tests on coefficients in lm
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? summary(brg)$coefficients[,3] str(summary(brg)) is sometimes helpful for figuring out how to extract something. Also, you might have a look at John Fox's document on bootstraping regression models if you don't already know about it: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-bootstrapping.pdf Thanks, Dave Howell -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ 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.
