[R] How to recover t-statistics?
Remington, Richard
rnews at kernstat.com
Fri Feb 27 21:08:24 CET 2004
Joseph J. Gazaille wrote:
> Hi!
>
> I'm doing Monte Carlo analyses of the distribution
> of the t-statistics of the parameters of models evaluated
> with the lm( ) function.
>
> Is there an easy way to recover the t-statistics
> (similarly to using coef to recover the coefficients)?
>
> Thanks,
>
> joseph
Joseph
One option is
out <- lm(y~x)
summary(out)$coef
# Estimate Std. Error t value Pr(>|t|)
# (Intercept) ? ? ? ?
# x ? ? ? ?
# now you want the 3rd column
summary(out)$coef[,3]
Richard
--
Richard E. Remington III
Statistician
KERN Statistical Services, Inc.
PO Box 1046
Boise, ID 83701
Tel: 208.426.0113
KernStat.com
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