On Thu, 12 Jul 2007, hadley wickham wrote: > On 7/12/07, Benoit Chemineau <[EMAIL PROTECTED]> 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)$coef > coef(summary(m)) # slighty better style, but won't work in general
If x$coef works, coef(x) will almost certainly work at least as well. But note that in most cases it is x$coefficients and so x$coef is liable to partially match erroneously. > # In general, you may also need to try > str(print(summary(m))) > # as sometimes the print method calculates the data you're looking for But a print method should always return its input, so str(summary(m)) str(print(summary(m))) should be the same. Reading the help pages would be a very good idea, as they usually not only tell you the names of the components of the result but also what they mean. -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ [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.
