Skip to content

Instantly share code, notes, and snippets.

@EconometricsBySimulation
Created March 25, 2014 08:09
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save EconometricsBySimulation/9757105 to your computer and use it in GitHub Desktop.
Save EconometricsBySimulation/9757105 to your computer and use it in GitHub Desktop.
Excel summary exporter
####### Excel summary exporter #######
## Modified from Smart, Francis ##
## Jean P. Gibert, 2014 ##
lmOut <- function(res, file="test.csv", ndigit=3, writecsv=T) {
# If summary has not been run on the model then run summary
if (length(grep("summary", class(res)))==0) res <- summary(res)
co <- res$coefficients
nvar <- nrow(co)
ncoll <- ncol(co)
f <- res$fstatistic
formatter <- function(x) format(round(x,ndigit),nsmall=ndigit)
# This sets the number of rows before we start recording the coefficients
nstats <- 4
# G matrix stores data for output
G <- matrix("", nrow=(nvar+nstats), ncol=(ncoll+1))
G[1,1] <- toString(res$call)
# Save rownames and colnames
G[(nstats+1):(nvar+nstats),1] <- rownames(co)
G[nstats, 2:(ncoll+1)] <- colnames(co)
# Save Coefficients
G[(nstats+1):(nvar+nstats), 2:(ncoll+1)] <- formatter(co)
# Save F-stat
G[1,2] <- paste("F(",f[2],",",f[3],")")
G[2,2] <- formatter(f[1])
# Save F-p value
G[1,3] <- "Prob > P"
G[2,3] <- formatter(1-pf(f[1],f[2],f[3]))
# Save R2
G[1,4] <- "R-Squared"
G[2,4] <- formatter(res$r.squared)
# Save Adj-R2
G[1,5] <- "Adj-R2"
G[2,5] <- formatter(res$adj.r.squared)
print(G)
write.csv(G, file=file, row.names=F)
}
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment