To clarify : I am aware of the interpretation problems. Thank you for the tip! (it's getting late here...)
On Sat, Dec 13, 2008 at 9:56 PM, joris meys <jorism...@gmail.com> wrote: > Thanks for the answers. > > @David : I am aware of that, but this is far from the last model actually. > > @ Frank : I know the Anova procedure gives more relevant p-values, but > the attempt is to order the terms by interaction type from low > significance to high significance, based on their individual > difference from zero (if I'm making any sense here). I use this merely > as a quick guideline for model selection, the Anova I use later on for > model evaluation. > > Therefore I would like to substract the p-values, as they're easier to > interprete in that respect than the anova values. Or am I missing > something? > > Kind regards > Joris > > On Sat, Dec 13, 2008 at 8:44 PM, David Winsemius <dwinsem...@comcast.net> > wrote: >> >> On Dec 13, 2008, at 1:12 PM, joris meys wrote: >> >>> Sent this mail in rich text format before. Excuse me for this. >>> >>> ------------------------ >>> Dear all, >>> >>> I'm using the lrm function from the package "Design", and I want to >>> extract the p-values from the results of that function. Given an lrm >>> object constructed as follows : >>> >>> fit <- lrm(Y~(X1+X2+X3+X4+X5+X6+X7)^2, data=dataset) >> >> That link could create a montrous interpretation problem. >> >>> >>> >>> I need the p-values for the coefficients printed by calling "fit". >>> >>> fit$coef (gives a list of only the coefficients) >>> fit$pval, fit$p, fit$pvalue, fit$p.value,... : nothing works >>> str(fit) : no hints there >>> fit[1,4] : gives dimension errors >> >> If you want to see how Harrell does it, you can work through the code that >> you get from: >> >> print.lrm >> >> The last element in the "stats" list is (1 - pchisq(z^2, 1), 4) ) where z >> was defined as >> >> z <- cof/sqrt(vv) >> >> ... and those were obtained further up as: >> >> vv <- diag(x$var) >> cof <- x$coef >> >> So you could try seeing if this is satisfying: >> >> vv <- diag(fit$var) ; >> cof <- fit$coef ; >> z <- cof/sqrt(vv) ; >> 1 - pchisq(z^2, 1) >> >> -- >> David Winsemius >> >> >>> >>> >>> help files don't seem to give me a function that extracts them. Yet, >>> they are calculated and printed, based on the Wald statistics. So they >>> must be reachable. >>> >>> Anybody knows how? >>> >>> Thank you in advance >>> Kind regards >>> Joris >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
