[R] extracting 'Z' value from a glm result

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Jan 29 10:25:45 CET 2006


Can I suggest rather using

> coef(summary(model))[, 3]

?  It has the same effect for glm fits, but is more widely applicable.

Using the standard extractor functions can avoid some nasty surprises:
for example, summary.nls() has no documentation in 2.2.1 and uses
'parameters' rather than 'coefficients'.

On Sun, 29 Jan 2006, Chuck Cleland wrote:

> summary(model)$coefficients[,3]
>
> or
>
> summary(model)$coefficients[-1,3]
>
> For example:
>
> > counts <- c(18,17,15,20,10,20,25,13,12)
> >      outcome <- gl(3,1,9)
> >      treatment <- gl(3,3)
> > glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
> > summary(glm.D93)
>
> Call:
> glm(formula = counts ~ outcome + treatment, family = poisson())
>
> Deviance Residuals:
>        1         2         3         4         5         6         7
> -0.67125   0.96272  -0.16965  -0.21999  -0.95552   1.04939   0.84715
>        8         9
> -0.09167  -0.96656
>
> Coefficients:
>               Estimate Std. Error  z value Pr(>|z|)
> (Intercept)  3.045e+00  1.709e-01   17.815   <2e-16 ***
> outcome2    -4.543e-01  2.022e-01   -2.247   0.0246 *
> outcome3    -2.930e-01  1.927e-01   -1.520   0.1285
> treatment2   8.717e-16  2.000e-01 4.36e-15   1.0000
> treatment3   4.557e-16  2.000e-01 2.28e-15   1.0000
> ---
> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> (Dispersion parameter for poisson family taken to be 1)
>
>     Null deviance: 10.5814  on 8  degrees of freedom
> Residual deviance:  5.1291  on 4  degrees of freedom
> AIC: 56.761
>
> Number of Fisher Scoring iterations: 4
>
> >      summary(glm.D93)$coefficients[,3]
>   (Intercept)      outcome2      outcome3    treatment2    treatment3
>  1.781478e+01 -2.246889e+00 -1.520097e+00  4.358442e-15  2.278668e-15
> >      summary(glm.D93)$coefficients[-1,3]
>      outcome2      outcome3    treatment2    treatment3
> -2.246889e+00 -1.520097e+00  4.358442e-15  2.278668e-15
>
> Taka Matzmoto wrote:
>> Hello R users
>> I like to extract z values for x1 and x2. I know how to extract coefficents
>> using model$coef
>> but I don't know how to extract z values for each of independent variable. I
>> looked around
>> using names(model) but I couldn't find how to extract z values.
>>
>> Any help would be appreciated.
>>
>> Thanks
>>
>> TM
>>
>> #########################################################
>>> summary(model)
>>
>> Call:
>> glm(formula = y ~ x1+ x2, family = binomial)
>>
>> Deviance Residuals:
>>     Min       1Q   Median       3Q      Max
>> -2.1397  -1.2357   0.6875   0.8517   1.5743
>>
>> Coefficients:
>>               Estimate     Std. Error   z value   Pr(>|z|)
>> (Intercept) -0.63930    1.13045  -0.566    0.572
>> x1              0.69956    0.09459   7.396 1.40e-13 ***
>> x2              1.51389    1.13212   1.337    0.181
>> ---
>> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>>
>> (Dispersion parameter for binomial family taken to be 1)
>>
>>     Null deviance: 1214.9  on 999  degrees of freedom
>> Residual deviance: 1149.8  on 997  degrees of freedom
>> AIC: 1155.8
>>
>> Number of Fisher Scoring iterations: 4
>> ############################################################
>>
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-help
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>>
>
> -- 
> Chuck Cleland, Ph.D.
> NDRI, Inc.
> 71 West 23rd Street, 8th floor
> New York, NY 10010
> tel: (212) 845-4495 (Tu, Th)
> tel: (732) 452-1424 (M, W, F)
> fax: (917) 438-0894
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
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




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