Significance stars (was Re: R-beta: glm bug)

[Peter Dalgaard BSA]

Martin Maechler <maechler at stat.math.ethz.ch> writes:

> Jim Lindsey wanted  a  *global* option so that he can turn it off for all
> his students when they just use
> 
> 	summary([g]lm(....))
> 
> 
> Any proposals for a NAME of the global option?

Anything wrong with signif.stars ?

> 
> JL even looked for a possibility to turn off the P values..
> Do we want/need this as well?

Nope. (Did he?) These are much too often important when you need to
compensate for multiple testing and so forth. Even though a lot of
good things can be said about confidence intervals, they do have the
problem that the implied tests are always at a fixed level.

> NOTE:  We do  *NOT* advocate believing in P-values,

Well, actually, I *do* advocate that. At least in the sense that
probability exist and one needs to understand data in a probabilistic
context. This is not, however, the same as the boneheaded logic of
setting strict on/off rules based on the formal p-values. P-values are
usually fairly good approximations of a reasonably well-defined
quantity, the main problem being that it is often not that quantity
which is the relevant one.

> 	the main point of the sig.stars is a
> 	``graphical summary'' of which coefficients might be significant
>           ~~~~~~~~~~~~~~~~~

More or less my feeling too. If you're doing explorative analysis and
fitting a lot of models wit many regressors, it can be useful to be
able to get the 'highlights' at a glance. If not, you can just ignore
them. 

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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