[R] Help with reading information of "summary"-Object

Phil Spector spector at stat.berkeley.edu
Thu May 13 19:19:39 CEST 2010


Tino -
    When you call summary for an lm object, the function
that actually gets called is "summary.lm".  This function
has a help page, and, if you type

?summary.lm

and look at the "Value" section, you'll see the following:

coefficients: a p x 4 matrix with columns for the estimated
           coefficient, its standard error, t-statistic and
           corresponding (two-sided) p-value.  Aliased coefficients are
           omitted.

Here's an example of how you could extract the probabilities:

> set.seed(12)
> df = data.frame(y=rnorm(100),x1=rnorm(100),x2=rnorm(100))
> df.lm = lm(y~x1+x2,df)
> sdf.lm = summary(df.lm)
> sdf.lm$coefficients[,4]
(Intercept)          x1          x2
   0.7445605   0.8081874   0.2535098

or

> sdf.lm$coefficients[,"Pr(>|t|)"]
(Intercept)          x1          x2
   0.7445605   0.8081874   0.2535098

Hope this helps

 					- Phil Spector
 					 Statistical Computing Facility
 					 Department of Statistics
 					 UC Berkeley
 					 spector at stat.berkeley.edu
On Thu, 13 May 2010, Tino Schöllhorn wrote:

> Hi,
>
> I am quite new to R - but quite expierience in programming. Nonetheless I 
> have some problemes in accessing information of the "summary" object. Here is 
> what I do:
>
> model <- lm ( y ~ myVariable )
>
> "summary(model)" gives me an object which has a lot of information about the 
> regression. Now I'd like to access programmatically the level of significance 
> which is marked with "***" and ("**") according to its confidence-interval. 
> As I can access all information of the coefficients via
>
> summary(model)$coeff["myVariable"]
>
> I am now struggling to access the information of the level of significance.
>
> Does anyone has an idea how I could achieve that? Or where I could find a 
> similar example?
>
> Thanks in advance for any hint,
> Tino
>
> -- 
> Tino Schöllhorn
> Wittelsbachstr. 7
> 67061 Ludwigshafen
>
> Tel: 0621-4255570
> E-Mail: t.schoellhorn at gmx.de
>
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