[R] extract the p value of F statistics from the lm class

[(Ted Harding)]

On 05-Apr-09 08:18:27, tedzzx wrote:
> Dear R users
> I have run an regression and want to extract the p value of the F
> statistics, but I can find a way to do that.
> 
> x<-summary(lm(log(RV2)~log(IV.m),data=b))
> 
> Call:
> lm(formula = log(RV2) ~ log(IV.m), data = b[[11]])
> 
> Residuals:
>      Min       1Q   Median       3Q      Max 
> -0.26511 -0.09718 -0.01326  0.11095  0.29777 
> 
> Coefficients:
>             Estimate Std. Error t value Pr(>|t|)    
> (Intercept)  -0.3059     0.1917  -1.595    0.121    
> log(IV.m)     0.9038     0.1065   8.488 1.38e-09 ***
> ---
> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 
> 
> Residual standard error: 0.1435 on 31 degrees of freedom
> Multiple R-squared: 0.6991,   Adjusted R-squared: 0.6894 
> F-statistic: 72.04 on 1 and 31 DF,  p-value: 1.379e-09 
> 
> names(x)
>  [1] "call"          "terms"         "residuals"    
>  [4] "coefficients"  "aliased"       "sigma"        
>  [7] "df"            "r.squared"     "adj.r.squared"
> [10] "fstatistic"    "cov.unscaled"
> 
> x$fstatistic
>    value    numdf    dendf 
> 72.04064  1.00000 31.00000 
> 
> But can not find the p value of F statistics. 
> Thanks
> Ted

Maybe you were looking in the wrong place. A few lines above the
output from x$fstatistic

  x$fstatistic
     value    numdf    dendf 
  72.04064  1.00000 31.00000

you will find

  F-statistic: 72.04 on 1 and 31 DF,  p-value: 1.379e-09

and therefore will find the P-value. However, maybe that is not
the question you really wanted to ask. If that is what I think it
may be, you could

1:  Observe that x$fstatistic is a vector with 3 values which
    are: value of F; numerator df; demoninator df
2:  Note (from ?pf)
    pf(q, df1, df2, ncp, lower.tail = TRUE, log.p = FALSE)
3:  Therefore do
    pf(x$fstatistic[1],x$fstatistic[2],x$fstatistic[3],lower.tail=FALSE)
    # [1] 1.378626e-09

Note that the P-value is not in the list of values returned by lm()
although $fstatistic is one of the values. The computation of the
P-value in the displayed output from summary.lm() is done by the
'print' method for summary.lm() (just as in [3] above).

Hoping this helps,
Ted.

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E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
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Date: 05-Apr-09                                       Time: 13:12:45
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