statistics - Save P values from R ivreg AER package or tsls sem package -
i want extract pr(>|t|) column after using either ivreg "aer" package or tsls "sem" package. both give list of terms similar , not seem provide looking for.
ivregest <- ivreg(mdetect~bednet | treat1+treat2, data=simdata) > names(ivregest) [1] "coefficients" "residuals" "fitted.values" "weights" [5] "offset" "n" "nobs" "rank" [9] "df.residual" "cov.unscaled" "sigma" "call" [13] "formula" "terms" "levels" "contrasts" [17] "model" "y" tslsest <- tsls(mdetect~bednet , ~ treat1+treat2, data=simdata) > names(tslsest) [1] "n" "p" "coefficients" "v" [5] "s" "residuals" "response" "model.matrix" [9] "instruments" "weights" "response.name" "formula"
the p though promising looking provides count of number of parameters being estimated in second stage regression. yet if use summary command on either of these objects return p value.
so 2 questions answered: 1. can find p-value? 2. how can find of hidden attributes of objects if looking f-stat next time or whatever know look? names() not seem sufficient.
thank can provide!
first, model taken file of function ivreg
.
library(aer) data("cigarettessw") cigarettessw$rprice <- with(cigarettessw, price/cpi) cigarettessw$rincome <- with(cigarettessw, income/population/cpi) cigarettessw$tdiff <- with(cigarettessw, (taxs - tax)/cpi) ## model fm <- ivreg(log(packs) ~ log(rprice) + log(rincome) | log(rincome) + tdiff + i(tax/cpi), data = cigarettessw, subset = year == "1995")
p-values, t-values , calculated when call summary()
function on model. @ time function summary.ivreg()
called. if need p-values should save result of summary()
object. object (list) contains several parts , coefficients stored in matrix named coefficients
.
sum.res<-summary(fm) names(sum.res) [1] "call" "terms" "residuals" "" "coefficients" "sigma" [7] "df" "r.squared" "adj.r.squared" "waldtest" "vcov"
to coefficients:
sum.res$coefficients estimate std. error t value pr(>|t|) (intercept) 9.8949555 1.0585599 9.347563 4.120910e-12 log(rprice) -1.2774241 0.2631986 -4.853461 1.496034e-05 log(rincome) 0.2804048 0.2385654 1.175379 2.460247e-01
p-values stored in 4. column of matrix:
sum.res$coefficients[,4] (intercept) log(rprice) log(rincome) 4.120910e-12 1.496034e-05 2.460247e-01
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