On 28/05/2013 06:54, David Winsemius wrote:
On May 27, 2013, at 7:59 PM, meng wrote:
Hi all:
As to the polr {MASS} function, how to find out p values of every
parameter?
From the example of R help:
house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data =
housing)
summary(house.plr)
How to find out the p values of house.plr?
Getting p-values from t-statistics should be fairly straight-forward:
summary(house.plr)$coefficients
And what distribution are you going to use to compute the p-values?
Hint: there is no exact distribution theory for POLR fits and the
asymptotic theory can be far enough off to be seriously misleading (just
as for the two-class case, logistic regression: see MASS the book).
That is why likelihood-ratio tests are recommended in MASS, not Wald tests.
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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