How to get p-values
Dear Mathias and Peter, I'm pretty sure that Mathias is looking for the F and t quantile functions, which, Mathias, by default return F and t values corresponding to cumulative (i.e., left-tail) probabilities. So, for your example, > qf(.95, 1, 2) [1] 18.51282 gives you the F with 1 and 2 df that has an area of .05 to the right. See help(qf) and help(qt) for details. I hope that this helps, John
At 12:36 PM 8/5/2002 +0200, Peter Dalgaard BSA wrote:
Mathias Ditzen <mditzen at zedat.fu-berlin.de> writes:
Hello all there, I want to reimplement (for my personal, still very limited
understanding of
statistics) the linear regression. Now how do I get the correct values
for F
and T distributions (something like F.05[1,2], where 1 and 2 are
degrees of
freedom)? I tried dt and df, but the values I got were not correct. Thank you very much in advance, Mathias Ditzen
Functions to give p values all start with p: pf and pt. Be careful to note that they give the lower tail of the respective distributions. To get an upper tail, subtract from 1 (or use lower.tail=FALSE). To get two-tailed tests add both tails together (which is often the same as multiplying by two). -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox ----------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._