R: Get p-value for all coefficients in multiple linear regression (incl. reference level) -
example
i have linear regression, fits numerical dependent variable 3 explanatory factor variables. each of factor variables has 2 levels.
install.packages("robustbase") install.packages("mass") require(robustbase) require(mass) # example data data(npk) df= npk[,-1] str(df) # 'data.frame': 24 obs. of 4 variables: # $ n : factor w/ 2 levels "0","1": 1 2 1 2 2 2 1 1 1 2 ... # $ p : factor w/ 2 levels "0","1": 2 2 1 1 1 2 1 2 2 2 ... # $ k : factor w/ 2 levels "0","1": 2 1 1 2 1 2 2 1 1 2 ... # $ yield: num 49.5 62.8 46.8 57 59.8 58.5 55.5 56 62.8 55.8 ... set.seed(0) model <- lmrob(yield ~ n + p + k - 1, data= df)
task
i want access p-values each coefficient of model
object. avoid unnecessary intercept using - 1
in formula.
summary(model)$coefficients # estimate std. error t value pr(>|t|) # n0 54.644672 2.400075 22.7678995 8.972084e-16 # n1 60.166737 1.966661 30.5933467 2.858276e-18 # p1 -1.059299 2.139443 -0.4951286 6.259053e-01 # k1 -3.905052 2.226012 -1.7542822 9.469295e-02
seems baseline (reference) levels p
, k
hidden.
question
how can change code access p-values p0
and k0
coefficients model
object?
note: not sure if makes difference solution, using in real problem lmrob
robust regression function, decided better keep in reproducible example.
the p-values estimated are:
coef(summary(model))[, 4]
regarding reference levels, model using treatment contrasts values of reference levels 0 not meaningful ask p-values.
Comments
Post a Comment