[R] how to get the p-values from an lm function ?

[hadley wickham]

On 7/12/07, Benoit Chemineau <benoitchemineau at gmail.com> wrote:
> Hi, dear R-users,
>
> I am computing a liner regression by rating category using the 'by' function
> as stated below:
>
> tmp <- by(projet, rating, function(x) lm(defaults ~ CGDP+CSAVE+SP500, data =
> x))
>
> I would like to get not only the coefficients but also their p-values. I
> can't find the command in the help pages to get them.
>
> Does anyone have a suggestion ?

Hi Benoit,

A general approach to find p-values:

m <- lm(wt ~ mpg, data=mtcars)

First figure out how to display them on screen:
m # nope
coef(m) # nope
summary(m) # got it

# Then use str to look at the components
str(summary(m))

# And pick out the one want
summary(m)$coef
coef(summary(m)) # slighty better style, but won't work in general

# In general, you may also need to try
str(print(summary(m)))
# as sometimes the print method calculates the data you're looking for

Hadley