R help - Jul 2007 - how to get the p-values from an lm function ?

Hi, dear R-users,

I am computing a liner regression by rating category using the 'by'
function
as stated below:

tmp <- by(projet, rating, function(x) lm(defaults ~ CGDP+CSAVE+SP500, data
x))

I would like to get not only the coefficients but also their p-values. I
can't find the command in the help pages to get them.

Does anyone have a suggestion ?

Thank you,

Benoit.

	[[alternative HTML version deleted]]

On 7/12/07, Benoit Chemineau <benoitchemineau at gmail.com>
wrote:
> Hi, dear R-users,
>
> I am computing a liner regression by rating category using the 'by'
function
> as stated below:
>
> tmp <- by(projet, rating, function(x) lm(defaults ~ CGDP+CSAVE+SP500,
data > x))
>
> I would like to get not only the coefficients but also their p-values. I
> can't find the command in the help pages to get them.
>
> Does anyone have a suggestion ?
Hi Benoit,

A general approach to find p-values:

m <- lm(wt ~ mpg, data=mtcars)

First figure out how to display them on screen:
m # nope
coef(m) # nope
summary(m) # got it

# Then use str to look at the components
str(summary(m))

# And pick out the one want
summary(m)$coef
coef(summary(m)) # slighty better style, but won't work in general

# In general, you may also need to try
str(print(summary(m)))
# as sometimes the print method calculates the data you're looking for

Hadley

try the following:

tmp <- by(projet, rating, function (x) Thursday, 12.July.2007{
    fit <- lm(defaults ~ CGDP + CSAVE + SP500, data = x)
    summary(fit)$coefficients
})


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Benoit Chemineau" <benoitchemineau at gmail.com>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, July 12, 2007 10:51 AM
Subject: [R] how to get the p-values from an lm function ?

> Hi, dear R-users,
>
> I am computing a liner regression by rating category using the 'by'
> function
> as stated below:
>
> tmp <- by(projet, rating, function(x) lm(defaults ~ 
> CGDP+CSAVE+SP500, data > x))
>
> I would like to get not only the coefficients but also their 
> p-values. I
> can't find the command in the help pages to get them.
>
> Does anyone have a suggestion ?
>
> Thank you,
>
> Benoit.
>
> [[alternative HTML version deleted]]
>
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