[R] glm syntax question
maud
maud.july at gmail.com
Tue Apr 15 11:07:18 CEST 2008
Hello,
I'm new to R and have a very basic syntax question for the
functionglm. I am using the function glm() to do a regression on a
data set. I want to run this function in a while loop, so I need to be
able to do two things:
(1) I need to be able to have my list of variables in the regression
be based from a variable vector instead of hard code.
(2) I need to be able to collect the significant variables from the
output of the regression in a vector.
As example code consider:
out <- glm(Var_0~Var_1+Var_2, family=binomial(link=logit),
data=MyData)
and if I then execute summary(out) I get a summary of the output
including a table
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -2.92995 0.08731 -33.558 < 2e-16 ***
Var_1 1.39244 0.10979 12.683 < 2e-16 ***
Var_2 0.86091 0.09650 8.922 < 2e-16 ***
For (1) I would like some code analogous to the following (which
doesn't work)
VarVec <- c("Var_1","Var_2")
out <- glm(Var_0~VarVec, family=binomial(link=logit), data=MyData)
For (2) I would like to be able to access the table shown above (which
is only part of what summary(out) displays). I'd like something like
table <- summary(out)
SigVars <- table[Pr(>|z|) < .001]
that is collect all of the variables with a Pr(>|z|) value less than .
001.
Thanks!
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