Controlling Data Output with R Script

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This topic contains 1 reply, has 1 voice, and was last updated by  djs05101985 4 years, 11 months ago.

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  • #1103

    Here is the task.

    I have a spreadsheet with a time series of data. The first 8 columns of data are dependent variables I would like to predict. Columns 9-60 are independent variables that may have predictive power.

    Using an R script, I want to regress all pairwise combinations of dependent (8) and independent (52) variables and generate an 8 x 52 matrix for the T-score of the coefficient on the independent variable.

    I can do the regression modeling. My question is how to format the output? I’ve been using summary(lm1) to print the statistical information for a given regression but is it possible to parse out just the T-score (so that I can format a matrix of t-scores)? What about just the R-squared?

    #1104

    I’m so sorry – I always find the answer to my question right AFTER I post – this helped: http://stackoverflow.com/questions/5587676/pull-out-p-values-and-r-squared-from-a-linear-regression

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