[R] extracting Pr>ltl from robcov/ols (Design)

From: ldb <ldbren_at_gmail.com>
Date: Fri, 25 Jul 2008 15:51:00 +0300

I am trying to extract significance levels out of a robcov+ols call.

For background: I am analysing data where multiple measurements(2 per topic) were taken from individuals(36) on their emotional reaction (dependent variable) to various topics (3 topics). Because I have several emotions and a rotation to do on the topics, I'd like to have the results pumped into a nice table.

answer<-robcov(ols(emotion ~ topic,x=TRUE,y=TRUE),individual)

>From the robcov help it warns me:

>Adjusted ols fits do not have the corrected standard errors printed with print.ols. Use sqrt(diag(adjfit$var)) to get this, where adjfit is the result of robcov.

So I can get to the standard error by:


I can get to the coefficients by:


I can get to the t-values by:

answer.t<-coefficients(answer)/ sqrt(diag(answer$var))#t-value

However, I can't figure out how to get to the significance (Pr>ltl). It is obviously calculating it because the call:


provides it, but I can't figure out where it is getting it from or how it is calculating.

thanks for any help.


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