Prints out a summary of a least squares regression
(using
lsfit)
including the standard error of the residuals,
the multiple R-squared coefficient, the overall F-statistic
plus t-statistics and standard errors for each coefficient.
USAGE:
ls.print(ls.out, digits=4, print.it=T)
REQUIRED ARGUMENTS:
ls.out
a list like the output from
lsfit.
OPTIONAL ARGUMENTS:
digits
the number of significant digits that should be printed.
print.it
logical flag: if
TRUE,
the regression summary is printed as well as returned.
VALUE:
an invisible list with the following components:
summary
a vector containing the residual standard error,
the multiple R-squared coefficient,
the number of observations,
the overall F statistic for the regression,
the degrees of freedom and the p-value for the F statistic.
coef.table
a matrix with columns containing the regression coefficients,
their standard error, the t statistic for testing if the
coefficient is zero and the two sided p-value for the t statistic.
SIDE EFFECTS:
If
print.it=TRUE,
a summary of the regression (like the returned value) is printed out.
SEE ALSO:
,
,
.
EXAMPLES:
freeny.ls <- lsfit(freeny.x, freeny.y)
ls.print(freeny.ls) # look at the results
freeny.summary <- ls.print(freeny.ls, print.it=F) # save them