在R摘要中获取变量的子集

时间:2017-03-19 20:57:58

标签: r linear-regression summary panel-data plm

在R中使用summary函数时,是否有可以传递的选项只显示变量的子集?

在我的例子中,我运行了一个面板回归,我有几个解释变量,并且有许多虚拟变量,其系数我不想呈现。我想有一种简单的方法可以做到这一点,但无法在函数文档中找到它。感谢

2 个答案:

答案 0 :(得分:2)

假设您运行的回归与基本summary()模型的lm()行为相似:

# set up data
x <- 1:100 * runif(100, .01, .02)
y <- 1:100 * runif(100, .01, .03)


# run a very basic linear model
mylm <- lm(x ~ y)
summary(mylm)


# we can save summary of our linear model as a variable
mylm_summary <- summary(mylm)

# we can then isolate coefficients from this summary (summary is just a list) 
mylm_summary$coefficients

#output:
Estimate Std. Error   t value     Pr(>|t|)
(Intercept) 0.2007199 0.04352267  4.611846 1.206905e-05
y           0.5715838 0.03742379 15.273273 1.149594e-27


# note that the class of this "coefficients" object is a matrix
class(mylm_summ$coefficients)

# output
[1] "matrix"

# we can convert that matrix into a data frame so it is easier to work with and subset
mylm_df_coefficients <- data.frame(mylm_summary$coefficients)

答案 1 :(得分:2)

它位于文档中,但您必须查找print的关联summary.plm方法。参数是subset。使用它,如下例所示:

library(plm)
data("Grunfeld", package = "plm")
mod <- plm(inv ~ value + capital, data = Grunfeld)
print(summary(mod), subset = c("capital"))