[R] exact values for p-values - more information.
Spencer Graves
spencer.graves at pdf.com
Mon Jul 11 19:39:37 CEST 2005
I just checked:
> pf(39540, 1, 7025, lower.tail=FALSE, log.p=TRUE)
[1] -Inf
This is not correct. With 7025 denominator degrees of freedom, we
might use the chi-square approximation to the F distribution:
> pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE)
[1] -19775.52
In sum, my best approximation to pf(39540, 1, 7025,
lower.tail=FALSE, log.p=TRUE), given only a minute to work on this, is
exp(pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE)) = exp(-19775.52).
I'm confident that many violations of assumptions would likely be
more important than the differences between "p-value: < 2.2e-16" and
these other two answers. However, I have also used numbers like
exp(-19775.52) to guestimate relative degrees of plausibility for
different alternatives. That doesn't mean they are right, only the best
I can get with the available resources.
spencer graves
Achim Zeileis wrote:
> On Mon, 11 Jul 2005, S.O. Nyangoma wrote:
>
>
>> Hi there,
>> If I do an lm, I get p-vlues as
>>
>> p-value: < 2.2e-16
>>
>>This is obtained from F =39540 with df1 = 1, df2 = 7025.
>>
>> Suppose am interested in exact value such as
>>
>> p-value = 1.6e-16 (note = and not <)
>>
>> How do I go about it?
>
>
> You can always extract the `exact' p-value from the "summary.lm" object or
> you can compute it by hand via
> pf(39540, df1 = 1, df2 = 7025, lower.tail = FALSE)
> For all practical purposes, the above means that the p-value is 0.
> I guess you are on a 32-bit machine, then it also means that the p-value
> is smaller than the Machine epsilon
> .Machine$double.eps
>
> So if you want to report the p-value somewhere, I think R's output should
> be more than precise enough. If you want to compute some other values that
> depend on such a p-value, then it is probably wiser to compute on a log
> scale, i.e. instead
> pf(70, df1 = 1, df2 = 7025, lower.tail = FALSE)
> use
> pf(70, df1 = 1, df2 = 7025, lower.tail = FALSE, log.p = TRUE)
>
> However, don't expect to be able to evaluate it at such extreme values
> such as 39540.
> Z
>
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--
Spencer Graves, PhD
Senior Development Engineer
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