[Rd] bug(?) in chisq.test
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Mar 9 16:30:22 MET 2004
`Ripley' has already corrected the R sources: from NEWS
o chisq.test(simulate.p.value = TRUE) was returning slightly
incorrect p values, notably p = 0 when the data gave the most
extreme value.
Note that all the p values were incorrect as one needs to be added to both
numerator and denominator, but the difference is unimportant in other
cases.
On Tue, 9 Mar 2004, Graves wrote:
> This is a message for whoever maintains "chisq.test": For an
> outcome more extreme than 2000 simulations, a Monte Carlo p-value of "<
> 2.2e-16" was printed. Ripley said the proper p-value for such cases
> should be 1/(B+1) = 1/2001. This can be easily fixed by adding
> "if(PVAL==0)PVAL <- 1/(B+1)" right after the following line in the code
> for chisq.test (in R 1.8.1 for Windows):
>
> > PVAL <- sum(tmp$results >= STATISTIC)/B
>
> Thanks for all your hard work for the R Project.
> Best Wishes,
> spencer graves
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, 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
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