[R] sorting regression coefficients by p-value

[David Winsemius]

Assuming that you are using the example in the lm help page:

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)
# The coefficients are just :
coef(lm.D9)

# The relevant section of str(lm.D9):
$ coefficients : num [1:2, 1:4] 5.032 -0.371 0.22 0.311 22.85 ...
   ..- attr(*, "dimnames")=List of 2
   .. ..$ : chr [1:2] "(Intercept)" "groupTrt"
   .. ..$ : chr [1:4] "Estimate" "Std. Error" "t value" "Pr(>|t|)"
 > as.data.frame(summary(lm.D9)$coefficients)
             Estimate Std. Error   t value     Pr(>|t|)
(Intercept)    5.032  0.2202177 22.850117 9.547128e-15
groupTrt      -0.371  0.3114349 -1.191260 2.490232e-01

set X <- that object,
cbind(rownames(X),X[,c("Estimate", "Pr(>|t|)")])
is what you asked for.
--  
David Winsemius
On Dec 22, 2008, at 10:44 PM, Sharma, Dhruv wrote:

> Hi,
>  Is there a way to get/extract a matrix of regression variable name,  
> coefficient, and p values?
>  (for lm and glm; which can be sort by p value?)
>
> thanks
> Dhruv
>
> 	[[alternative HTML version deleted]]
>
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