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If you’ve read our previous R Tip on using sigr with linear models, you might have noticed that the lm() summary object does in fact carry the R-squared and F statistics, both in the printed form:

model_lm <- lm(formula = Petal.Length ~ Sepal.Length, data = iris)
(smod_lm <- summary(model_lm))
##
## Call:
## lm(formula = Petal.Length ~ Sepal.Length, data = iris)
##
## Residuals:
##      Min       1Q   Median       3Q      Max
## -2.47747 -0.59072 -0.00668  0.60484  2.49512
##
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)
## (Intercept)  -7.10144    0.50666  -14.02   <2e-16 ***
## Sepal.Length  1.85843    0.08586   21.65   <2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.8678 on 148 degrees of freedom
## Multiple R-squared:   0.76,  Adjusted R-squared:  0.7583
## F-statistic: 468.6 on 1 and 148 DF,  p-value: < 2.2e-16


and also in the summary() object:

c(R2 = smod_lm$r.squared, F = smod_lm$fstatistic)

##          R2     F.value
##   0.7599546 468.5501535


Note, though, that while the summary reports the model’s significance, it does not carry it as a specific summary() object item. sigr::wrapFTest() is a convenient way to extract the model’s R-squared and F statistic and simultaneously calculate the model significance, as is required by many scientific publications.

sigr is even more helpful for logistic regression, via glm(), which reports neither the model’s chi-squared statistic nor its significance.

iris$isVersicolor <- iris$Species == "versicolor"

model_glm <- glm(
isVersicolor ~ Sepal.Length + Sepal.Width,
data = iris,
family = binomial)

(smod_glm <- summary(model_glm))

##
## Call:
## glm(formula = isVersicolor ~ Sepal.Length + Sepal.Width, family = binomial,
##     data = iris)
##
## Deviance Residuals:
##     Min       1Q   Median       3Q      Max
## -1.9769  -0.8176  -0.4298   0.8855   2.0855
##
## Coefficients:
##              Estimate Std. Error z value Pr(>|z|)
## (Intercept)    8.0928     2.3893   3.387 0.000707 ***
## Sepal.Length   0.1294     0.2470   0.524 0.600247
## Sepal.Width   -3.2128     0.6385  -5.032 4.85e-07 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## (Dispersion parameter for binomial family taken to be 1)
##
##     Null deviance: 190.95  on 149  degrees of freedom
## Residual deviance: 151.65  on 147  degrees of freedom
## AIC: 157.65
##
## Number of Fisher Scoring iterations: 5


To get the significance of a logistic regression model, call wrapr::wrapChiSqTest():

library(sigr)
(chi2Test <- wrapChiSqTest(model_glm))

##  “Chi-Square Test summary: pseudo-R2=0.21 (X2(2,N=150)=39, p<1e-05).”


Notice that the fit summary also reports a pseudo-R-squared. You can extract the values directly off the sigr object, as well:

str(chi2Test)

## List of 10
##  $test : chr "Chi-Square test" ##$ df.null       : int 149
##  $df.residual : int 147 ##$ null.deviance : num 191
##  $deviance : num 152 ##$ pseudoR2      : num 0.206
##  $pValue : num 2.92e-09 ##$ sig           : num 2.92e-09
##  $delta_deviance: num 39.3 ##$ delta_df      : int 2
##  - attr(*, "class")= chr [1:2] "sigr_chisqtest" "sigr_statistic"


And of course you can render the sigr object into one of several formats (Latex, html, markdown, and ascii) for direct inclusion in a report or publication.

render(chi2Test, format = "html")


Chi-Square Test summary: pseudo-R2=0.21 (χ2(2,N=150)=39, p<1e-05).

By the way, if you are interested, we give the explicit formula for calculating the significance of a logistic regression model in Practical Data Science with R.