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I have carried out this linear regression that includes month coded as a dummy variable:

library(plyr)
set.seed(1)
y <- rnorm(120)
x1 <- c(rep("adult", 60), rep("juvenile", 60))
x2 <- c(rep("male", 60), rep("female", 60))
x3 <- unlist(llply(month.abb, function(x) rep(x, 10)))

summary(lm(y ~ x1 + x2 + x3))

Call:
lm(formula = y ~ x1 + x2 + x3)

Residuals:
     Min       1Q   Median       3Q      Max 
-2.46354 -0.51524 -0.03981  0.57625  1.95041 

Coefficients: (2 not defined because of singularities)
            Estimate Std. Error t value Pr(>|t|)
(Intercept)  0.12073    0.28564   0.423    0.673
x1juvenile   0.00663    0.40396   0.016    0.987
x2male            NA         NA      NA       NA
x3Aug       -0.37510    0.40396  -0.929    0.355
x3Dec       -0.24718    0.40396  -0.612    0.542
x3Feb        0.12812    0.40396   0.317    0.752
x3Jan        0.01147    0.40396   0.028    0.977
x3Jul        0.32385    0.40396   0.802    0.424
x3Jun        0.02273    0.40396   0.056    0.955
x3Mar       -0.25440    0.40396  -0.630    0.530
x3May        0.01341    0.40396   0.033    0.974
x3Nov        0.22012    0.40396   0.545    0.587
x3Oct       -0.01502    0.40396  -0.037    0.970
x3Sep             NA         NA      NA       NA

Residual standard error: 0.9033 on 108 degrees of freedom
Multiple R-squared:  0.04703,   Adjusted R-squared:  -0.05003 
F-statistic: 0.4845 on 11 and 108 DF,  p-value: 0.9093

I now want to present the results of this linear regression within a table. Instead of presenting the beta for every month, is there a way to summarise the overall effect of month on y within the same table? For example, would if be acceptable to summarise the beta, se, t value and p value of x3 by using their mean values across months?

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  • $\begingroup$ I think this is mostly (if not as directly) covered by Macro's answer in this post. It even includes discussion of the use of anova. If for some reason that doesn't cover it, I can undelete my answer here. $\endgroup$ – Glen_b -Reinstate Monica Dec 21 '13 at 20:32
  • $\begingroup$ question amended with more details $\endgroup$ – luciano Dec 21 '13 at 21:03
  • $\begingroup$ Now I have no clue what you're even asking. What information do you want to show? If you're not interested in summarizing contribution to the sum of squares, what are you interested in showing? $\endgroup$ – Glen_b -Reinstate Monica Dec 21 '13 at 21:08
  • $\begingroup$ The most economical way to present this regression in a table is to show an empty table, because the regression indicates there are no significant linear relationships between the response and any of the variables you have included! $\endgroup$ – whuber Dec 21 '13 at 21:32
  • $\begingroup$ question again edited $\endgroup$ – luciano Dec 21 '13 at 21:40

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