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How to extract the regression coefficients, standard error of coefficients, t scores, and p-values from a regression model in R?
Regression analysis output in R gives us so many values but if we believe that our model is good enough, we might want to extract only coefficients, standard errors, and t-scores or p-values because these are the values that ultimately matters, specifically the coefficients as they help us to interpret the model. We can extract these values from the regression model summary with delta $ operator.
Example
Consider the below data −
> set.seed(99) > x1<-rpois(50,2) > x2<-rpois(50,10) > x3<-rpois(50,25) > x4<-rnorm(50,1) > x5<-rnorm(50,2.5) > x6<-rnorm(50,1.5) > x7<-runif(50,2,20) > y<-sample(1:1000,50,replace=TRUE)
Creating the regression model −
> Regression_Model<-lm(y~x1+x2+x3+x4+x5+x6+x7)
Getting the output of the model &minus
> summary(Regression_Model) Call: lm(formula = y ~ x1 + x2 + x3 + x4 + x5 + x6 + x7) Residuals: Min 1Q Median 3Q Max -580.06 -268.03 71.54 248.45 450.20 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 885.966696 336.412681 2.634 0.0118 * x1 -33.463082 34.748162 -0.963 0.3411 x2 -8.056429 13.866217 -0.581 0.5643 x3 -0.003585 9.641347 0.000 0.9997 x4 -62.751405 47.195104 -1.330 0.1908 x5 -53.421667 40.706602 -1.312 0.1965 x6 -46.645285 41.017385 -1.137 0.2619 x7 7.705532 8.543121 0.902 0.3722 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 309.4 on 42 degrees of freedom Multiple R-squared: 0.1242, Adjusted R-squared: -0.02181 F-statistic: 0.8506 on 7 and 42 DF, p-value: 0.5526
Extracting all regression coefficients, standard error of coefficients, t scores, and p-values from the model −
> summary(Regression_Model)$coefficients Estimate Std. Error t value Pr(>|t|) (Intercept) 885.966696369 336.412681 2.6335710454 0.01177664 x1 -33.463081817 34.748162 -0.9630173179 0.34105093 x2 -8.056428960 13.866217 -0.5810113022 0.56433788 x3 -0.003584907 9.641347 -0.0003718264 0.99970509 x4 -62.751404764 47.195104 -1.3296168453 0.19082124 x5 -53.421667389 40.706602 -1.3123588063 0.19652614 x6 -46.645285482 41.017385 -1.1372076842 0.26189795 x7 7.705532157 8.543121 0.9019575482 0.37222303
Extracting individual regression coefficients, standard error of coefficients, t scores, and p-values from the model −
> summary(Regression_Model)$coefficients[1,2] [1] 336.4127 > summary(Regression_Model)$coefficients[1,1] [1] 885.9667 > summary(Regression_Model)$coefficients[1,4] [1] 0.01177664 > summary(Regression_Model)$coefficients[3,1] [1] -8.056429 > summary(Regression_Model)$coefficients[7,1] [1] -46.64529 > summary(Regression_Model)$coefficients[7,4] [1] 0.261898 > summary(Regression_Model)$coefficients[8,4] [1] 0.372223 > summary(Regression_Model)$coefficients[1,3] [1] 2.633571 > summary(Regression_Model)$coefficients[2,1] [1] -33.46308 > summary(Regression_Model)$coefficients[2,2] [1] 34.74816 > summary(Regression_Model)$coefficients[2,4] [1] 0.3410509 > summary(Regression_Model)$coefficients[4,4] [1] 0.9997051 > summary(Regression_Model)$coefficients[4,3] [1] -0.0003718264 > summary(Regression_Model)$coefficients[5,4] [1] 0.1908212 > summary(Regression_Model)$coefficients[5,1] [1] -62.7514 > summary(Regression_Model)$coefficients[5,2] [1] 47.1951 > summary(Regression_Model)$coefficients[6,1] [1] -53.42167 > summary(Regression_Model)$coefficients[6,4] [1] 0.1965261
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