[R] exact values for p-values - more information.

[Achim Zeileis]

On Tue, 12 Jul 2005, S.O. Nyangoma wrote:

> > If they have the same degrees of freedom, use the test statistic
> > and not
> > the p value for comparing them.
> > Z
>
> I appretiate your input to this discussion. Do you know of a reference
> to your statement above?

?? Any basic statistics book? Distribution functions tend to be
monotonous.

> I had actually used the test-statistic which in my case is r-squared
> to compare them. This is in my view was adequate but I also think it
> is more convincing to say something about the p-values

Not really `more' convincing, it's all pretty equivalent when the number
of estimated parameters is the same. You can also compare the fitted
models via their associated residual sum of squares which I would find
most intuitive because that is the objective function you are trying to
minimize via OLS.
Z

> (difficulties
> in computing them, and hence the rationale of solely using the test-
> stat).
>
> regards. Stephen.
>
>
>