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