output table for multiple regressions - r

Question

I ran several time-series regressions (one for every year) and now I'd like to generate a table similar to what coef() returns but also with level of significance (the stars), R-squared and F-statistic for each year which will look somewhat like this:
b0 b1 b2 b3 b4 R-sq. F-stat.
2010 ...*
2011 ...
2012 ...**
So far I tried mtable() from the memisc-package which gives me years as columns and coeffecients as rows but I'd prefer the result to be "transposed" (like above).

Answer 1

Since we don't have access to your data or the code you used to run your models, I created my own dummy models using the mtcars dataset:
data("mtcars")
model1 <- lm(mpg ~ wt + cyl, data = mtcars)
model2 <- lm(mpg ~ wt + cyl + hp, data = mtcars)
For future reference, you'll always want to supply some of your data using, for example, dput(head(my_dataframe, 20)). You should also put up more of the code you used to get where you're at; in fact, the minimum amount of code needed to reproduce your problem. You may want to read How to Create a Great R Reproducible Example for more information; it just helps others help you.
Then I rigged up the following (clumsy) function that I think does roughly what you're looking for. In any event, it should get you started in the right direction:
get_row <- function(x, coef_names) {
coef_mat <- coef(summary(x))
these_coef_names <- rownames(coef_mat)
rows <- match(coef_names, these_coef_names)
p <- coef_mat[rows, 4]
stars <- c("", "*", "**", "***")[(p < 0.05) + (p < 0.01) + (p < 0.001) + 1]
coefs <- round(coef_mat[rows, 1], 3)
output <- paste0(coefs, stars)
output <- ifelse(grepl("NA", output), NA, output)
return(output)
}
get_table <- function(...) {
models <- list(...)
if ( any(lapply(models, class) != "lm" ) ) {
stop("This function has only been tested with lm objects.")
}
coef_names <- unique(unlist(sapply(models, variable.names)))
coef_table <- t(sapply(models, get_row, coef_names))
colnames(coef_table) <- coef_names
return(coef_table)
}
get_table(model1, model2)
# (Intercept) wt cyl hp
# [1,] "39.686***" "-3.191***" "-1.508**" NA
# [2,] "38.752***" "-3.167***" "-0.942" "-0.018"