Extract Regression P Value in R -
i performing multiple regressions on different columns in query file. i've been tasked extracting results regression function lm in r.
so far have,
> reg <- lm(query$y1 ~ query$x1 + query$x2) > summary(reg) call: lm(formula = query$y1 ~ query$x1 + query$x2) residuals: 1 2 3 4 7.68 -4.48 -7.04 3.84 coefficients: estimate std. error t value pr(>|t|) (intercept) 1287.26 685.75 1.877 0.312 query$x1 -29.30 20.92 -1.400 0.395 query$x2 -116.90 45.79 -2.553 0.238 residual standard error: 11.97 on 1 degrees of freedom multiple r-squared: 0.9233, adjusted r-squared: 0.7699 f-statistic: 6.019 on 2 , 1 df, p-value: 0.277
to extract coefficients, r-squared , f statistics use following:
reg$coefficients summary(reg)$r.squared summary(reg)$fstatistic
i extract p-value of 0.277.
is there piece of code this?
thanks
i recommend using "broom" package practice go forward cases (where might need create data frame model fit output).
check simple example:
library(broom) dt = data.frame(mtcars) # example dataset model = lm(mpg ~ disp + wt, data = dt) # fit model summary(model) # usual summary of model fit tidy(model) # coefficient table data frame glance(model) # rest of stats data frame glance(model)$p.value # p value
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