Extract Regression P Value in R

Question

I am performing multiple regressions on different columns in a query file. I've been tasked with extracting certain results from the regression function lm in R.

So far I have,

> reg <- lm(query$y1 ~ query$x1 + query$x2)
> summary(reg)

Call:
lm(formula = query$y1 ~ query$x1 + query$x2)

Residuals:
    1     2     3     4 
  7.68 -4.48 -7.04  3.84 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept)  1287.26     685.75   1.877    0.312
query$x1      -29.30      20.92  -1.400    0.395
query$x2     -116.90      45.79  -2.553    0.238

Residual standard error: 11.97 on 1 degrees of freedom
Multiple R-squared:  0.9233,    Adjusted R-squared:  0.7699 
F-statistic: 6.019 on 2 and 1 DF,  p-value: 0.277

To extract the coefficients, r-squared and F statistics I use the following:

reg$coefficients
summary(reg)$r.squared
summary(reg)$fstatistic

I would like to also extract the p-value of 0.277.

Is there a piece of code that could do this?

Thanks

possible duplicate of [pull out p-values and r-squared from a linear regression](http://stackoverflow.com/questions/5587676/pull-out-p-values-and-r-squared-from-a-linear-regression) — sunny, Jul 22 '15 at 17:51

score 17 · Answer 1 · answered Aug 06 '15 at 16:18

I would recommend using the "broom" package as a good practice to go forward with those cases (where you might need to create a data frame from a model fit output).

Check this as a simple example:

library(broom)

dt = data.frame(mtcars) # example dataset

model = lm(mpg ~ disp + wt, data = dt) # fit a model

summary(model) # usual summary of a model fit

tidy(model) # get coefficient table as a data frame

glance(model) # get rest of stats as a data frame

glance(model)$p.value # get p value

score 12 · Answer 2 · edited Nov 15 '22 at 05:08

12

The two easiest ways I've found for extracting the p-value are:

summary(Model)$coefficients[,"Pr(>|t|)"]

summary(Model)$coefficients[,4]

Just replace Model with the name of your model

edited Nov 15 '22 at 05:08

Hadij

3,661
5
26
48

answered Jan 28 '18 at 23:22

Thomas Van Der Weide

411
4
6

Good solution. In addition, adding an extra set of brackets at the end returns the value only (without the name): `summary(Model)$coefficients[,"Pr(>|t|)"][[2]]` – hekimgil Feb 17 '19 at 04:03
This should be the go-to solution. – ColorStatistics Oct 28 '21 at 21:07

score 7 · Answer 3 · answered Jul 22 '15 at 17:57

7

You could by using anova(reg)$'Pr(>F)'

answered Jul 22 '15 at 17:57

joosts

154
1
6

This is the best. – ABCD May 16 '18 at 02:14

score 3 · Answer 4 · answered Dec 22 '20 at 12:35

3

You can also use :

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

answered Dec 22 '20 at 12:35

John

1,849
2
13
23

score 0 · Answer 5 · edited Jan 20 '23 at 12:15

This was very helpful! The only tidbit that I can add is that one can also access the coefficient values like this, e.g., if one wants to add a column to an existing dataset with the fitted values:

allvars$predicted = allvars$x*summary(fit)$coefficients[2,1] + summary(fit)$coefficients[1,1]

And the residuals by difference, obviously:

allvars$residuals = allvars$y - (allvars$x*summary(fit)$coefficients[2,1]

thanks again ADR

Extract Regression P Value in R

5 Answers5