[R] Linear Regression Question

Jakson A. Aquino jaksonaquino at gmail.com
Wed Oct 14 11:40:32 CEST 2009


On Tue, Oct 13, 2009 at 11:17:11PM +0200, Alexandre Cohen wrote:
> I have two vectors rendements_CAC40 and rendements_AlcatelLucent.
> I use the lm function as follows, and then the sumarry function:
> 
> regression=lm(rendements_CAC40 ~ rendements_AlcatelLucent);
> sum=summarry(regression);

[...]

> I would like to access to the p-value field, but I can't find the name  
> of it, as we can see it below:

[...]

"sum" is the name of an R function, so in the example below I'll
use another name:

x <- summary(regression)
pf(x$fstatistic[1], x$fstatistic[2], x$fstatistic[3], lower.tail = FALSE)

Reference:

https://stat.ethz.ch/pipermail/r-help/2009-April/194123.html



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