Obtaining p-values for coefficients from LRM function (package Design) - plaintext

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 <dwinsemius at 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