I am writing a resampling program for multiple regression using lm(). I
resample the data 10,000 times, each time extracting the regression
coefficients. At present I extract the individual regression
coefficients using
brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll)
bcoef[i,] = brg$coef
This works fine.
But now I want to extract the t tests on these coefficients. I cannot
find how these coefficients are stored, if at all. When I try
attributes(brg)
I do not find the t values as the attributes of the object. Typing
summary(brg) will PRINT the coefficients, their standard errors, t, and
the associated probability. I would like to type something like
tcoeff[i,] = brg$tvalue
but, of course, tvalue doesn't exist.
Is there a simple way to extract, or compute if necessary, these values?
Thanks,
Dave Howell
--
David C. Howell
PO Box 770059
627 Meadowbrook Circle
Steamboat Springs, CO
80477
David C. Howell wrote:> I am writing a resampling program for multiple regression using lm(). I > resample the data 10,000 times, each time extracting the regression > coefficients. At present I extract the individual regression > coefficients using > > brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll) > bcoef[i,] = brg$coef > > This works fine. > > But now I want to extract the t tests on these coefficients. I cannot > find how these coefficients are stored, if at all. When I try > attributes(brg) > I do not find the t values as the attributes of the object. Typing > summary(brg) will PRINT the coefficients, their standard errors, t, and > the associated probability. I would like to type something like > tcoeff[i,] = brg$tvalue > but, of course, tvalue doesn't exist. > > Is there a simple way to extract, or compute if necessary, these values?summary(brg)$coefficients[,3] str(summary(brg)) is sometimes helpful for figuring out how to extract something. Also, you might have a look at John Fox's document on bootstraping regression models if you don't already know about it: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-bootstrapping.pdf> Thanks, > Dave Howell-- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894
On Wed, 20 Jun 2007, David C. Howell wrote:> I am writing a resampling program for multiple regression using lm(). I > resample the data 10,000 times, each time extracting the regression > coefficients. At present I extract the individual regression > coefficients using > > brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll) > bcoef[i,] = brg$coef > > This works fine. > > But now I want to extract the t tests on these coefficients. I cannot > find how these coefficients are stored, if at all. When I try > attributes(brg) > I do not find the t values as the attributes of the object. Typing > summary(brg) will PRINT the coefficients, their standard errors, t, and > the associated probability. I would like to type something like > tcoeff[i,] = brg$tvalue > but, of course, tvalue doesn't exist. > > Is there a simple way to extract, or compute if necessary, these values?coef(summary(brg)) gives you the table, so coef(summary(brg))[,3] gives you the t values (but they are not t-tests per se). ?summary.lm would have told you this.> Thanks, > Dave Howell-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595