R/regression.R

In mt1022/Rutils:

# extract P value of a regression model
lmp <- function(modelobject) {
    if (class(modelobject) != "lm") stop("Not an object of class 'lm' ")
    f <- summary(modelobject)$fstatistic
    p <- pf(f[1],f[2],f[3],lower.tail=F)
    attributes(p) <- NULL
    return(p)
}


# test whether a term in linear model is significantly different from a given value
coef_test <- function(fit, idx, against){
    fit_coef <- coefficients(summary(fit))
    theta <- (fit_coef[idx, 1] - against) / fit_coef[idx, 2]  # (mu - mu0)/SE for wald test
    2 * pt(theta, df = df.residual(fit), lower.tail = FALSE)
}