r remove insignificant coefficient in output

To remove insignificant coefficients in R, you can follow these steps:

  1. Fit the model: Start by fitting the model using a suitable regression function, such as lm() for linear regression or glm() for generalized linear models. For example, let's say you have a linear regression model called model:

model <- lm(y ~ x1 + x2 + x3, data = your_data)

  1. Extract p-values: Use the summary() function to obtain the summary of the fitted model and extract the p-values for each coefficient. The p-values indicate the significance of each coefficient. Lower p-values suggest more significant coefficients. For example:

summary_model <- summary(model) p_values <- summary_model$coefficients[, "Pr(>|t|)"]

  1. Set significance level: Determine the significance level that you want to use to decide whether a coefficient is significant or not. The most commonly used significance level is 0.05, which corresponds to a 5% threshold. You can choose a different threshold based on your requirements.

  2. Identify insignificant coefficients: Compare the p-values of the coefficients with the chosen significance level. If a p-value is greater than the significance level, it indicates that the corresponding coefficient is not statistically significant and can be considered insignificant. You can use the comparison operator < to identify the insignificant coefficients. For example:

insignificant_coefficients <- p_values >= 0.05

  1. Remove insignificant coefficients: Use the subset function to remove the insignificant coefficients from the model. You can subset the model formula by excluding the insignificant coefficients. For example:

model <- update(model, formula = . ~ . - x2 - x3)

This will update the model by removing the x2 and x3 variables.

  1. Refit the model: Finally, refit the model using the updated formula to get the final model without the insignificant coefficients. For example:

final_model <- lm(formula(model), data = your_data)

Now, final_model will only include the significant coefficients.

By following these steps, you can remove the insignificant coefficients from your regression model in R.