I was wondering if there is any command that can output the results of a lm model into a data frame in R like outest in SAS. Any ideas? I am running multiple models and I want the result to look like below -
Model | alpha | Beta | Rsquared | F | df |
model0 | 8.4 | ... | .... | ..| .. |
model1 | ... | ... | .... | ..| .. |
model2 | ... | ... | .... | ..| .. |
The data i have is 'ds' which is -
X1 | X2 | Y1 |
.. | .. | .. |
.. | .. | .. |
.. | .. | .. |
.. | .. | .. |
And my code is a simple lm code -
model0 <- lm(Y1 ~ X1, ds)
model1 <- lm(Y1 ~ 1, ds)
model2 <- lm(Y1 ~ X1 + X2, ds)