[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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