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" <[EMAIL PROTECTED]>
To: <[email protected]>
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]]
>
> ______________________________________________
> [email protected] 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.
>
Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm
______________________________________________
[email protected] 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.
