On Jun 6, 2009, at 4:13 AM, Emmanuel Charpentier wrote:
Dear David,
Le vendredi 05 juin 2009 à 16:18 -0400, David Winsemius a écrit :
On Jun 5, 2009, at 3:15 PM, Steven Matthew Anderson wrote:
Anyone know how to get p-values for the t-values from the
coefficients produced in vglm?
Attached is the code and output — see comment added to output to
show where I need p-values
+ print(paste("********** Using VGAM function gamma2
**********"))
+ modl2<-
vglm(MidPoint~Count,gamma2,data=modl.subset,trace=TRUE,crit="c")
+ print(coef(modl2,matrix=TRUE))
+ print(summary(modl2))
[1] "********** Using VGAM function gamma2 **********"
VGLM linear loop 1 : coefficients =
0.408464609241, 3.255887520104, -0.000220585671
VGLM linear loop 2 : coefficients =
2.34723239e-01, 1.28969691e+00, -4.52393778e-05
VGLM linear loop 3 : coefficients =
2.19500481e-01, 1.92534895e+00, -3.02160949e-05
VGLM linear loop 4 : coefficients =
2.19383151e-01, 2.26845910e+00, -3.00838664e-05
VGLM linear loop 5 : coefficients =
2.19383045e-01, 2.34645688e+00, -3.00836087e-05
VGLM linear loop 6 : coefficients =
2.19383045e-01, 2.34977070e+00, -3.00836082e-05
VGLM linear loop 7 : coefficients =
2.19383045e-01, 2.34977637e+00, -3.00836082e-05
VGLM linear loop 8 : coefficients =
2.19383045e-01, 2.34977637e+00, -3.00836082e-05
log(mu) log(shape)
(Intercept) 2.193830e-01 2.349776
Count -3.008361e-05 0.000000
Call:
vglm(formula = MidPoint ~ Count, family = gamma2, data =
modl.subset,
trace = TRUE, crit = "c")
Pearson Residuals:
Min 1Q Median 3Q Max
log(mu) -1.7037 -0.82997 0.072275 0.78520 1.72834
log(shape) -2.5152 -0.32448 0.254698 0.58772 0.70678
######### NEED P-VALUES HERE #########
Perhaps:
dt(summary( modl2 )@coef3[ , 3], 1)
???
1) dt() is the density. didn't you mean pt() ?
Quite right.
2) I'd rather quote 2*min(pt(), 1-pt()) ("bilateral tests", y'know...)
3) The real hitch here is : what are the right DoF ? I do not think
there is an easy answer to *this* one...
Which may be the reason that the summary method was not designed that
way?
Emmanuel Charpentier
Coefficients:
Value Std. Error t value
(Intercept):1 2.1938e-01 5.2679e-02 4.16455
(Intercept):2 2.3498e+00 1.7541e-01 13.39574
Count -3.0084e-05 8.9484e-05 -0.33619
Number of linear predictors: 2
Names of linear predictors: log(mu), log(shape)
Dispersion Parameter for gamma2 family: 1
Log-likelihood: -26.39268 on 123 degrees of freedom
Number of Iterations: 8
Steven Matthew Anderson
Anderson Research, LLC
Statistical Programming and Analysis
SAS (R) Certified Professional
adastr...@mac.com
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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