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
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