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How to display p-value with coefficients in stargazer output for linear regression model in R?
To display p-value in stargazer output for linear regression model, we can use the report argument. For example, if we have a model called RegressionModel then to display the p-value with coefficients can be done by using the below command −
stargazer(RegressionModel,type="text",report=("vc*p"))Example
Consider the below data frame −
x1<-rpois(20,1) x2<-rpois(20,1) x3<-rpois(20,2) y1<-rpois(20,10) df1<-data.frame(x1,x2,x3,y1) df1
Output
x1 x2 x3 y1 1 3 0 2 8 2 1 0 2 11 3 1 1 4 11 4 0 1 1 12 5 0 0 1 14 6 2 1 2 11 7 1 0 2 5 8 0 0 1 15 9 4 1 2 10 10 3 2 0 9 11 3 0 2 10 12 3 1 1 8 13 1 1 0 12 14 1 3 2 4 15 2 3 3 7 16 0 3 2 9 17 0 0 1 8 18 2 0 3 6 19 3 2 0 7 20 0 0 2 12
Loading stargazer package and creating the linear model then finding the summary of the model with p-values −
Example
library(stargazer)
Model1<-lm(y1~x1+x2+x3,data=df1) stargazer(Model1,type="text",report=("vc*p"))Output
=============================================== Dependent variable: --------------------------- y1 ----------------------------------------------- x1 -0.714 p = 0.143 x2 -0.927 p = 0.115 x3 -0.610 p = 0.310 Constant 12.407*** p = 0.00000 ----------------------------------------------- Observations 20 R2 0.302 Adjusted R2 0.171 Residual Std. Error 2.634 (df = 16) F Statistic 2.305 (df = 3; 16) ===============================================
Note − *p<0.1; **p<0.05; ***p<0.01
Example
z1<-rnorm(20) z2<-rnorm(20) z3<-rnorm(20) y2<-rnorm(20,10,3.1) df2<-data.frame(z1,z2,z3,y2) df2
Output
z1 z2 z3 y2 1 -0.3024865 1.8450469 -0.032156929 14.763669 2 -1.0796487 -1.2162927 1.747917078 16.461999 3 -1.6121022 0.2819740 0.296357366 11.177208 4 1.9958012 -0.1158926 -1.175746738 8.759228 5 -0.1659197 0.3013404 -0.109551154 8.147569 6 -0.9079042 -1.4988982 -0.926541292 13.685437 7 1.1439520 0.4296925 -0.173336829 10.378551 8 -0.8658762 -0.4344171 -0.203837967 15.475533 9 -1.7491852 -1.6852153 -0.025670524 12.039891 10 0.6218240 -1.7620684 1.443519038 14.959877 11 1.5139715 0.1595499 -0.126098531 11.290937 12 -1.4201990 0.9647484 0.466086467 9.191888 13 -1.3909176 0.7077692 -0.388831434 9.950162 14 -0.8915488 -0.2029863 -0.086686050 14.363359 15 2.8241978 -0.8867613 0.855514442 12.082459 16 1.2901426 -0.1418288 -0.005518721 9.116805 17 -0.3083862 -1.5115591 -0.167108671 5.288109 18 -0.7375569 0.7266295 1.044075401 10.463955 19 0.6049541 -0.5745765 1.284913625 8.948373 20 1.0883505 1.2288220 -0.183441449 9.809202
Example
Model2<-lm(y2~z1+z2+z3,data=df2)
stargazer(Model2,type="text",report=("vc*p"))Output
=============================================== Dependent variable: --------------------------- y2 ----------------------------------------------- z1 -0.453 p = 0.387 z2 -0.346 p = 0.612 z3 0.960 p = 0.306 Constant 11.082*** p = 0.000 ----------------------------------------------- Observations 20 R2 0.139 Adjusted R2 -0.023 Residual Std. Error 2.921 (df = 16) F Statistic 0.860 (df = 3; 16) ===============================================
Note − *p<0.1; **p<0.05; ***p<0.01
Updated on: 16-Mar-2021
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