Monday, January 10, 2011

R function for extracting F-test P-value from linear model object

I thought it would be trivial to extract the p-value on the F-test of a linear regression model (testing the null hypothesis R²=0). If I fit the linear model: fit<-lm(y~x1+x2), I can't seem to find it in names(fit) or summary(fit). But summary(fit)$fstatistic does give you the F statistic, and both degrees of freedom, so I wrote this function to quickly pull out the p-value from this F-test on a lm object, and added it to my R profile. If there's a built-in R function to do this, please comment!

4 comments:

  1. That's the way you need to do it. In fact, that's how it is calculated in the source code to print.summary.lm(x,...):

    pf(x$fstatistic[1L], x$fstatistic[2L], x$fstatistic[3L],lower.tail = FALSE)

    ReplyDelete
  2. I could be totally wrong but I thing that

    coef(summary(modelobject))["termname", "Pr(>|t|)"]

    should pull out only the pvalue of the model.
    Sorry if this isn't what you are looking for.

    ReplyDelete
  3. exactly what i was looking for! thanks :)

    ReplyDelete
  4. This is great. Thanks

    ReplyDelete

Creative Commons License
Getting Genetics Done by Stephen Turner is licensed under a Creative Commons Attribution-NonCommercial 3.0 Unported License.