[R] Call the Standard Error and t-test probability in linear regression
(Ted Harding)
Ted.Harding at wlandres.net
Fri Mar 2 14:09:10 CET 2012
On 02-Mar-2012 IOANNA wrote:
> Hello,
> I run a linear regression I get the summary, e.g.:
>
>>
> Call:
> lm(formula = signal ~ conc)
> Residuals:
> 1 2 3 4 5
> 0.4 -1.0 1.6 -1.8 0.8
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 3.60000 1.23288 2.92 0.0615 .
> conc 1.94000 0.05033 38.54 3.84e-05 ***
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
> Residual standard error: 1.592 on 3 degrees of freedom
> Multiple R-Squared: 0.998, Adjusted R-squared: 0.9973
> F-statistic: 1486 on 1 and 3 DF, p-value: 3.842e-0
>
> I would like to call the probability of the t-test only in order
> to use it separately. For example I 'd like to get:
> Pr<-3.84e-05
>
> Similarly I want to call the standard error of the parameters
> and the function:
> SEconc<-0.05033
>
> I don't know how to do this. Any help?
>
> Regards,
> Ioanna
Hi Ioanna,
If you look at '?summary.lm' and read the section "Value",
you will see that the returned value is a list with several
components, one of which is:
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.
This is effectively as displayed by summary(lm...)).
So your
Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 3.60000 1.23288 2.92 0.0615 .
> conc 1.94000 0.05033 38.54 3.84e-05 ***
(apart from the significance codes "." and "***") are the
elements in this p=2 x 4 matrix.
Hence
summary(lm.r)$coef
would give the full 4x4 matrix (you can abbreviate "coefficients"
to "coef"), and so
summary(lm.r)$coef[2,4]
will give you the P-value for "conc", and
summary(lm.r)$coef[2,2]
will give the SE of the estimate of "conc". And so on.
Ted.
-------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at wlandres.net>
Date: 02-Mar-2012 Time: 13:09:03
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