R help - Feb 2010 - Extract p-value from lm for the whole model

Dear all,

I would like to ask how to extract the p-value for the whole model from
summary(lm).
This didn't help a lot summary.lm

summary(lm(speed~dist, cars))

Thanks a lot!

	[[alternative HTML version deleted]]

You should be able to access the p-value using the $coefficients variable, which
is part of summary.

Try:

results <- summary(lm(speed~dist, cars))
results$coefficients

and then:

results$coefficients[x]

where x is the location of particular p-value, or coefficient supplied, you
want, from the results$coefficient vector.

Hope this helps,
~Michael
________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On
Behalf Of Trafim Vanishek [rdapamoga at gmail.com]
Sent: Friday, February 05, 2010 11:54 AM
To: r-help at r-project.org
Subject: [R] Extract p-value from lm for the whole model

Dear all,

I would like to ask how to extract the p-value for the whole model from
summary(lm).
This didn't help a lot summary.lm

summary(lm(speed~dist, cars))

Thanks a lot!

        [[alternative HTML version deleted]]

______________________________________________
R-help at 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.

On Feb 5, 2010, at 11:54 AM, Trafim Vanishek wrote:
> Dear all,
>
> I would like to ask how to extract the p-value for the whole model  
> from
> summary(lm).
> This didn't help a lot summary.lm
I disagree. The help page tells you that "coefficients" has the p- 
values sogo ahead and get them:

 > summary.lm(lm(speed~dist, cars))$coefficients
              Estimate Std. Error  t value     Pr(>|t|)
(Intercept) 8.2839056 0.87438449 9.473985 1.440974e-12
dist        0.1655676 0.01749448 9.463990 1.489836e-12

That is a table or matrix (it doesn't really matter for our purposes)  
and can be address by either numbers or names. Here is how to do it  
with names.

 > summary.lm(lm(speed~dist,
cars))$coefficients["dist","Pr(>|t|)"]
[1] 1.489836e-12

>
> summary(lm(speed~dist, cars))
-- 

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

> I would like to ask how to extract the p-value for the whole model  
> from
> summary(lm).
If you mean the p-value given at the end of the summary() printout, it
isn;t held in the summary object. But information to get it is. Using
the ?lm example:

     ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
     trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
     group <- gl(2,10,20, labels=c("Ctl","Trt"))
     weight <- c(ctl, trt)
    lm.D9 <- lm(weight ~ group)
 
   fstat<-summary(lm.D9)$fstatistic

  pf(fstat[1], fstat[2], fstat[3], lower.tail=FALSE)

That's a p-value for a test of weight~1 versus weight~group, so you
could also get it from 
lm.D0<-lm(weight~1)
anova(lm.D0, lm.D9)

and doubtless lots of other ways.



*******************************************************************
This email and any attachments are confidential. Any use...{{dropped:8}}