2013/10/19 Prof Brian Ripley <rip...@stats.ox.ac.uk> > On 18/10/2013 15:01, Vincent Guyader wrote: > >> Hi everyone, >> >> If I compute a "Ordered Logistic or Probit Regression" with the polr >> function from MASS package. the summary give me : coefficients, Standard >> error and Tvalue.. but not directly the p.value. >> >> >> I can compute "manualy" the Pvalue, but Is there a way to directly obtain >> the pa.value, and I wonder why the p.valeu is not directly calculated, is >> there a reason? >> > > How are you going to calculate the P values? Have you read the book for > which this is support software?: it explains why such Wald tests are > inappropriate and that the asymptotic theory can be wildly misleading. >
Hi, thanks for your answer. to have the P.value I use this code : http://www.ats.ucla.edu/stat/r/dae/ologit.htm pnorm(abs(ctable[, "t value"]), lower.tail = FALSE) * 2 It give the same result as Stata, but you are right i'm not sure that it's good. Could you please tell me which book you are talking about. Regards > >> exemple : >> >> house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data = >> housing) >> house.plr >> summary(house.plr, digits = 3) >> >> >> >> >> Regards >> >> [[alternative HTML version deleted]] >> >> ______________________________**________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide http://www.R-project.org/** >> posting-guide.html <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> >> PLEASE do. > > -- > Brian D. Ripley, rip...@stats.ox.ac.uk > Professor of Applied Statistics, > http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/> > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > > ______________________________**________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/** > posting-guide.html <http://www.R-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@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.
