[R] Extracting t-tests on coefficients in lm

[Chuck Cleland]

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.
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