R help - Oct 2009 - linear regression: Is there a way to get the results of lm as variables

Hi R users

I used R to get the results of a linear regression

reg<-lm(y~x)

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$coefficients[1]=0.08547 (Estimate )
reg$coefficients[2]=0.62306 (Estimate )

My question is:
Is there a way to get the other results of lm as variables?
-Std. Errors?
-t value?
-Pr(>|t|) ?   
-Residual standard error?
-Multiple R-squared?
-F-statistic?

Best regards 

 
-- 
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On Wed, 21 Oct 2009, CE.KA wrote:
>
> Hi R users
>
> I used R to get the results of a linear regression
>
> reg<-lm(y~x)
>
> 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[1]=0.08547 (Estimate )
> reg$coefficients[2]=0.62306 (Estimate )
The recommended way to extract many quantities from fitted model objects 
(including "lm" and "glm" objects but also many others) are
extractor
functions. Instead of
   reg$coefficients
it is preferred to use
   coef(reg)

Similarly, there are extractors vcov(), logLik(), residuals(), fitted(),
deviance() etc. summary() computes many statistics as well, in particular, 
summary()$coefficients has the table of coefficients with standard errors, 
t statistics etc.
> My question is:
> Is there a way to get the other results of lm as variables?
> -Std. Errors?
Either via
   sqrt(diag(vcov(reg)))
or
   summary(reg)$coefficients[,2]
> -t value?
> -Pr(>|t|) ?
Also via summary(reg)$coefficients[,3] and [,4] respectively.
> -Residual standard error?
summary(reg)$sigma
> -Multiple R-squared?
summary(reg)$r.squared
> -F-statistic?
summary(reg)$fstatistic

hth,
Z

Hi CE.KA,

Take a look at the following:

# Data
set.seed(123)
x <- rnorm(100)
y <- 2 + 1.5*x + rnorm(100)

# Regression model
reg <- lm(y ~ x)

# The summary
summary(reg)

# Objects present in the summary()
names(summary(reg))

# Extracting the coefficients
summary(reg)$coeff

HTH,
Jorge


On Wed, Oct 21, 2009 at 5:07 AM, CE.KA <> wrote:
>
> Hi R users
>
> I used R to get the results of a linear regression
>
> reg<-lm(y~x)
>
> 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[1]=0.08547 (Estimate )
> reg$coefficients[2]=0.62306 (Estimate )
>
> My question is:
> Is there a way to get the other results of lm as variables?
> -Std. Errors?
> -t value?
> -Pr(>|t|) ?
> -Residual standard error?
> -Multiple R-squared?
> -F-statistic?
>
> Best regards
>
>
> --
> View this message in context:
>
http://www.nabble.com/linear-regression%3A-Is-there-a-way-to-get-the-results-of-lm-as-variables-tp25988916p25988916.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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