[R] linear regression: Is there a way to get the results of lm as variables
Achim.Zeileis at wu-wien.ac.at
Wed Oct 21 11:28:36 CEST 2009
On Wed, 21 Oct 2009, CE.KA wrote:
> Hi R users
> I used R to get the results of a linear regression
> here are the results:
> # Call:
> # lm(formula = donnees$txi7098 ~ donnees$txs7098)
> # Residuals:
> # Min 1Q Median 3Q Max
> # -0.037971 -0.013373 -0.004947 0.010618 0.053235
> # Coefficients:
> # Estimate Std. Error t value Pr(>|t|)
> # (Intercept) 0.08547 0.03028 2.822 0.011738 *
> # donnees$txs7098 0.62306 0.12847 4.850 0.000150 ***
> # ---
> # Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> # Residual standard error: 0.02199 on 17 degrees of freedom
> # Multiple R-squared: 0.5805, Adjusted R-squared: 0.5558
> # F-statistic: 23.52 on 1 and 17 DF, p-value: 0.0001502
> I know how to get the coefficients as variable
> for exemple:
> reg$coefficients=0.08547 (Estimate )
> reg$coefficients=0.62306 (Estimate )
The recommended way to extract many quantities from fitted model objects
(including "lm" and "glm" objects but also many others) are extractor
functions. Instead of
it is preferred to use
Similarly, there are extractors vcov(), logLik(), residuals(), fitted(),
deviance() etc. summary() computes many statistics as well, in particular,
summary()$coefficients has the table of coefficients with standard errors,
t statistics etc.
> My question is:
> Is there a way to get the other results of lm as variables?
> -Std. Errors?
> -t value?
> -Pr(>|t|) ?
Also via summary(reg)$coefficients[,3] and [,4] respectively.
> -Residual standard error?
> -Multiple R-squared?
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