Hi,
what about the following:
## some test data
x <- 1:10
y <- x + rnorm(x)
## model and summary
m <- lm(y~x)
sm <- summary(m)
sm
# str(sm)
# sm$fstatistic
## and now: the manual case
1 - pf(sm$fstatistic[1], sm$fstatistic[2], sm$fstatistic[3])
Hope it helps, ThPe
tedzzx schrieb:
Dear R users
I have run an regression and want to extract the p value of the F
statistics, but I can find a way to do that.
x<-summary(lm(log(RV2)~log(IV.m),data=b))
Call:
lm(formula = log(RV2) ~ log(IV.m), data = b[[11]])
Residuals:
Min 1Q Median 3Q Max
-0.26511 -0.09718 -0.01326 0.11095 0.29777
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.3059 0.1917 -1.595 0.121
log(IV.m) 0.9038 0.1065 8.488 1.38e-09 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.1435 on 31 degrees of freedom
Multiple R-squared: 0.6991, Adjusted R-squared: 0.6894
F-statistic: 72.04 on 1 and 31 DF, p-value: 1.379e-09
names(x)
[1] "call" "terms" "residuals"
[4] "coefficients" "aliased" "sigma"
[7] "df" "r.squared" "adj.r.squared"
[10] "fstatistic" "cov.unscaled"
x$fstatistic
value numdf dendf
72.04064 1.00000 31.00000
But can not find the p value of F statistics.
Thanks
Ted
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