[R] Q: extracting data from lm
Chuck Cleland
ccleland at optonline.net
Sat Jul 28 00:01:14 CEST 2007
D. R. Evans wrote:
> Warning: I am a complete newbie to R. I have read ISwR, but I am still
> finding myself completely stuck on some simple concepts.
>
> I have tried everything I can think of to solve this one, and finally
> decided that enough was enough and I need a pointer to a solution.
>
> I have the following summary from lm():
>
> ----
>
>> summary(lm(nu1~nu4))
>
> Call:
> lm(formula = nu1 ~ nu4)
>
> Residuals:
> Min 1Q Median 3Q Max
> -1572.62 -150.38 -21.70 168.57 2187.84
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 29.88739 43.68881 0.684 0.494
> nu4 1.00036 0.01025 97.599 <2e-16 ***
> ---
> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> Residual standard error: 470.9 on 298 degrees of freedom
> Multiple R-Squared: 0.9697, Adjusted R-squared: 0.9696
> F-statistic: 9526 on 1 and 298 DF, p-value: < 2.2e-16
>
> ----
>
> But I want to access some of these numbers programmatically. I finally
> figured out that to get the estimate of the nu4 coefficient I need to do:
>
> ----
>
>> lm(nu1~nu4)$coefficients[2]
> nu4
> 1.000363
>
> ----
>
> which to me as a long-time C++ programmer is close to black magic (I've
> been programming since 1972; I have to say that R is unlike anything I've
> ever seen, and it's far from trivial to get my head around some of it --
> for example, how I could have known a priori that the above is the way to
> get the nu4 coefficient is beyond me). Anyway, having figured out how to
> get the estimate of the coefficient, I not-unnaturally wanted also to find
> a way to access the std. error of the estimate (the value 0.01025 in the
> summary). But I am completely mystified as to how to do it :-(
>
> Any help gratefully (VERY gratefully) received, and I apologise if this is
> a really, really stupid question and that the answer lies somewhere in some
> documentation that I've obviously not properly taken on board.
coef(summary(lm(nu1 ~ nu2)))[,2]
Also, try the following which is often useful:
str(summary(lm(nu1 ~ nu2)))
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--
Chuck Cleland, Ph.D.
NDRI, Inc.
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