R Extract Matrix Containing Regression Coefficients of lm (Example Code)
This page explains how to return the regression coefficients of a linear model estimation in the R programming language.
Introducing Example Data
data(iris) # Load iris data head(iris) # Sepal.Length Sepal.Width Petal.Length Petal.Width Species # 1 5.1 3.5 1.4 0.2 setosa # 2 4.9 3.0 1.4 0.2 setosa # 3 4.7 3.2 1.3 0.2 setosa # 4 4.6 3.1 1.5 0.2 setosa # 5 5.0 3.6 1.4 0.2 setosa # 6 5.4 3.9 1.7 0.4 setosa |
data(iris) # Load iris data head(iris) # Sepal.Length Sepal.Width Petal.Length Petal.Width Species # 1 5.1 3.5 1.4 0.2 setosa # 2 4.9 3.0 1.4 0.2 setosa # 3 4.7 3.2 1.3 0.2 setosa # 4 4.6 3.1 1.5 0.2 setosa # 5 5.0 3.6 1.4 0.2 setosa # 6 5.4 3.9 1.7 0.4 setosa
Example: Creating Data Matrix Containing Coefficients of Linear Model
coefficients_data <- summary(lm(Sepal.Length ~ ., iris))$coefficients # Create data containing coefficients coefficients_data # Print coefficients data # Estimate Std. Error t value Pr(>|t|) # (Intercept) 2.1712663 0.27979415 7.760227 1.429502e-12 # Sepal.Width 0.4958889 0.08606992 5.761466 4.867516e-08 # Petal.Length 0.8292439 0.06852765 12.100867 1.073592e-23 # Petal.Width -0.3151552 0.15119575 -2.084418 3.888826e-02 # Speciesversicolor -0.7235620 0.24016894 -3.012721 3.059634e-03 # Speciesvirginica -1.0234978 0.33372630 -3.066878 2.584344e-03 |
coefficients_data <- summary(lm(Sepal.Length ~ ., iris))$coefficients # Create data containing coefficients coefficients_data # Print coefficients data # Estimate Std. Error t value Pr(>|t|) # (Intercept) 2.1712663 0.27979415 7.760227 1.429502e-12 # Sepal.Width 0.4958889 0.08606992 5.761466 4.867516e-08 # Petal.Length 0.8292439 0.06852765 12.100867 1.073592e-23 # Petal.Width -0.3151552 0.15119575 -2.084418 3.888826e-02 # Speciesversicolor -0.7235620 0.24016894 -3.012721 3.059634e-03 # Speciesvirginica -1.0234978 0.33372630 -3.066878 2.584344e-03