Re: [R] Monte Carlo p-value (was "question")

Spencer Graves Mon, 08 Mar 2004 21:21:19 -0800

What is the standard convention for a Monte Carlo p-value when the observed outcome is more extreme than all simulations? The example provided by Cédric Fine produced a Monte Carlo p-value, according to Kjetil Halvorsen, of "2.2e-16 (based on 2000 replicates)". This seems inappropriate to me.

By reading the code, I found that for this case,

PVAL <- sum(tmp$results >= STATISTIC)/B

where STATISTIC is the observed chi-square while "tmp$results" is a vector of length B of chi-squares from Monte Carlo simulated tables with the same marginals. Thus, PVAL ranges over seq(0, 1, length=(B+1)). For the observed table, presumably, PVAL = 0. The function "chisq.test" apparently returns an object of class "htest", and "print.htest" calls "format.pval(x$p.value, digits = digits)", for which "format.pval(0, 4)" is "< 2.2e-16".

Can someone provide an appropriate reference or sense of the literature on the appropriate number to report for a Monte Carlo p-value when the observed is more extreme than all the simulations? A value of 0 or "< 2.2e-16" violates my sense of the logic of this situation. If the appropriate number is 0.5/B, then the line "PVAL <- sum(tmp$results >= STATISTIC)/B" could be followed immediately by something like the following:

if(PVAL==0) PVAL <- 0.5/B

     Comments?
     Best Wishes,
     Spencer Graves

[EMAIL PROTECTED] wrote:

On 8 Mar 2004 at 16:38, [EMAIL PROTECTED] wrote:

I do not manage to make a Fisher´s exact test with the next matrix :

You can consider using chisq.test() with the argument sim=TRUE:

mat <- matrix(scan(), 7, 12, byrow=TRUE)

1: 1 3 0 1 2 9 0 0 2 5 8 6 13: 0 3 3 0 0 0 0 5 0 3 0 0 25: 0 0 0 0 0 10 0 0 0 0 10 0 37: 0 2 0 2 6 14 0 0 6 0 10 6 49: 0 5 0 0 0 7 0 0 0 2 8 0 61: 0 0 1 9 4 7 2 1 4 2 12 5 73: 0 6 0 0 0 0 0 0 0 5 1 3 85: Read 84 items

chisq.test(mat, sim=TRUE)
       Pearson's Chi-squared test with simulated p-value (based
       on 2000 replicates)
data: mat X-squared = 218.3366, df = NA, p-value = < 2.2e-16

Kjetil Halvorsen
   [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
[1,]    1    3    0    1    2    9    0    0    2     5     8     6
[2,]    0    3    3    0    0    0    0    5    0     3     0     0
[3,]    0    0    0    0    0   10    0    0    0     0    10     0
[4,]    0    2    0    2    6   14    0    0    6     0    10     6
[5,]    0    5    0    0    0    7    0    0    0     2     8     0
[6,]    0    0    1    9    4    7    2    1    4     2    12     5
[7,]    0    6    0    0    0    0    0    0    0     5     1     3
but I do not understand why it does not work since I obtain the next
error message :
fisher.test(enfin.matrix)

Error in fisher.test(enfin.matrix) : Bug in FEXACT: gave negative key

thank you for considering my application

cédric finet

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Re: [R] Monte Carlo p-value (was "question")

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