I have a regression model for some time series data investigating drug utilisation. The purpose is to fit a spline to a time series and work out 95% CI etc. The model goes as follows:

```id <- ts(1:length(drug\$Date))
a1 <- ts(drug\$Rate)
a2 <- lag(a1-1)
tg <- ts.union(a1,id,a2)
mg <-lm (a1~a2+bs(id,df=df1),data=tg)
```

The summary output of mg is:

```Call:
lm(formula = a1 ~ a2 + bs(id, df = df1), data = tg)

Residuals:
Min       1Q   Median       3Q      Max
-0.31617 -0.11711 -0.02897  0.12330  0.40442

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept)        0.77443    0.09011   8.594 1.10e-11 ***
a2                 0.13270    0.13593   0.976  0.33329
bs(id, df = df1)1 -0.16349    0.23431  -0.698  0.48832
bs(id, df = df1)2  0.63013    0.19362   3.254  0.00196 **
bs(id, df = df1)3  0.33859    0.14399   2.351  0.02238 *
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
```

I am using the Pr(>|t|) value of a2 to test if the data under investigation are autocorrelated.

Is it possible to extract this value of Pr(>|t|) (in this model 0.33329) and store it in a scalar to perform a logical test?

Alternatively, can it be worked out using another method? Mar 26 27 views

## 1 answer to this question.

A quick rundown. These values are stored in a matrix named 'coefficients' by the lm object. As a result, you can get the value you're looking for by typing:

`val <- summary(mg)\$coefficients[2, 4]`

Or, to put it another way, coef(summary(mg))["a2","Pr(>|t|)")].
It is suggested that you utilize those extractor functions since you can be sure that they will always return the proper information, even if the function authors decide to shuffle things about behind the scenes.

Maybe they add more information to one of the model list object's elements, which causes things to go out of order? All of your code will be broken. answered Mar 30 by
• 6,000 points

## Ignore the NaN and do the linear regression on remaining values

Yes, you can do this using statsmodels: import ...READ MORE

## Logistic regression coefficient meaning

What did the intercept teach you? It's ...READ MORE

## Linear regression returning bad fit with large x values

To make the date values start at ...READ MORE

## Negative coefficients in regression for positive coefficient of correlation

The situation you describe is not out ...READ MORE

## How to export regression equations for grouped data?

First, you'll need a linear model with ...READ MORE

## How to add regression line equation and R2 on graph?

Below is one solution: # GET EQUATION AND ...READ MORE

## Is there a way to force the coefficient of the independent variable to be a positive coefficient in the linear regression model used in R?

A Few Constraints This is an example of ...READ MORE

## R: Force regression coefficients to add up to 1

b1 + b2 = 1 Let us fit ...READ MORE