[R] Add Significance Codes to Data Frame

darckeen darckeen at hotmail.com
Wed Jul 14 21:16:01 CEST 2010


I was hoping that there might be some way to attach significance code like
the ones from summary.lm to a dataframe.  Anyone know how to do something
like that.  Here is the function i'd like to add that functionality to:


add1.coef <- function(model,scope,test="F",p.value=1,order.by.p=FALSE)
{
	num <- length(model$coefficients)
	add <- add1(model,scope,test=test)
	sub <- subset(add,add$'Pr(F)'<=p.value)
	est <- sapply(rownames(sub), function(x) update(model,paste("~ .
+",x))$coefficients[num+1])
	ret <- data.frame(est,sub$'Pr(F)')
	
	colnames(ret) <- c("Estimate","Pr(F)")
	rownames(ret) <- rownames(sub)
	ret <- format(ret,digits=1,nsmall=1,scientific=F)
	
	if (order.by.p) { ret <- ret[order(ret$'Pr(F)'),]}
	return(ret)
}

fscope <- as.formula(paste("dep.sign.up ~ ", paste(names(lr)[2:10],
collapse= "+")))
rslt <- add1.coef(lm(dep.sign.up ~ 1,
data=lr),fscope,p.value=1,order.by.p=FALSE)

                   Estimate Pr(F)
r1.pop.total           0.02  0.09
r1.pop.household       0.05  0.09
r1.pop.female          0.03  0.09
r1.pop.pct.female  14594.39  0.35
r1.pop.male            0.04  0.08
r1.pop.pct.male   -13827.51  0.37
r1.pop.density         0.06  0.09
r1.age.0.4.pct     14581.65  0.39
r1.age.5.14.pct     2849.15  0.76

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