How to obtain the pvalues of the coefficients in GLM.jl?

Specific Domains Statistics
1

I have fitted a model

using DataFrames
df = DataFrame(
  x = 2*y + 1 + rand(100),
  y = rand(100)
)
using GLM
mdl = lm(@formula(y~x), df)

now I can see the pvalues of the coefficients. How do I obtain the pvalues and set them to a variable?

The output from above

Formula: y ~ 1 + x

Coefficients:
             Estimate Std.Error t value Pr(>|t|)
(Intercept)   1.46518 0.0514909 28.4552   <1e-48
x             2.08846 0.0889749 23.4724   <1e-41
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2

You can extract the pvalues with

julia> coeftable(mdl).cols[4]
2-element Array{StatsBase.PValue,1}:
 0.4706
 <1e-30

We should probably come up with a better way.

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3

It works. However, How can i extract the p-value of a particular variable, say :ENERGY from the model, say model…?
Thanks
Ebby

4

Well, I understand that if you the following command

coeftable(mdl).cols[4]

you will have limited option to use those as they are in StatsBase.
If you try this (may not be very efficient), it works better

a = coeftable(model).cols[4]
pVals = [ a[i].v for i in 1:length(a) ]

Hope it helps
Ebby

1 Like
5

May be very late, but I thought this solution could be useful for other people coming to this page:

coeftable(lm_fit) |> c -> c.cols[c.pvalcol][c.rownms .== "x"]

This will give the p-value for variable “x”.

For t-statistics, use,

coeftable(lm_fit) |> c -> c.cols[c.teststatcol][c.rownms .== "x"]

Works with GLM v1.4.2

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