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
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