On Sat, 19 Oct 2013, Tal Galili wrote:
Vincent,
I believe Prof. Ripley is referring to this:
http://www.stats.ox.ac.uk/pub/MASS4/
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On Sat, Oct 19, 2013 at 3:22 PM, vincent guyader
<vincent.guya...@gmail.com>wrote:
2013/10/19 Prof Brian Ripley <rip...@stats.ox.ac.uk>
On 18/10/2013 15:01, Vincent Guyader wrote:
Hi everyone,
If I compute a "Ordered Logistic or Probit Regression" with the polr
function from MASS package. the summary give me : coefficients, Standard
error and Tvalue.. but not directly the p.value.
I can compute "manualy" the Pvalue, but Is there a way to directly
obtain
the pa.value, and I wonder why the p.valeu is not directly calculated,
is
there a reason?
How are you going to calculate the P values? Have you read the book for
which this is support software?: it explains why such Wald tests are
inappropriate and that the asymptotic theory can be wildly misleading.
Hi,
thanks for your answer.
to have the P.value I use this code :
http://www.ats.ucla.edu/stat/r/dae/ologit.htm
pnorm(abs(ctable[, "t value"]), lower.tail = FALSE) * 2
A convenience option for computing this is the coeftest() method provided
in the "AER" package:
## data
library("foreign")
dat <- read.dta("http://www.ats.ucla.edu/stat/data/ologit.dta";)
## model
library("MASS")
m <- polr(apply ~ pared + public + gpa, data = dat, Hess = TRUE)
## coefficient test
library("AER")
coeftest(m)
Checking out the discussion in MASS (the book) on the usefulness of these
p-values is nevertheless a good idea, of course.
It give the same result as Stata, but you are right i'm not sure that it's
good. Could you please tell me which book you are talking about.
Regards
exemple :
house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data =
housing)
house.plr
summary(house.plr, digits = 3)
Regards
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--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~**ripley/<
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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