[R] (Un-)intentional change in drop1() "Chisq" behaviour?
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Aug 11 09:40:15 CEST 2008
The change is in pchisq:
2.4.1:
> pchisq(3, 0, lower=F)
[1] NaN
2.7.1:
> pchisq(3, 0, lower=F)
[1] 0
And that is correct according to the definition.
On Mon, 11 Aug 2008, Lutz Ph. Breitling wrote:
> Dear List,
> recently tried to reproduce the results of some custom model selection
> function after updating R, which unfortunately failed. However, I
> ultimately found the issue to be that testing with pchisq() in drop1()
> seems to have changed. In the below example, earlier versions (e.g. R
> 2.4.1) produce a missing P-value for the variable x,
Are you sure it was not NaN?
> while newer versions (e.g. R 2.7.1) produce 0 (2.2e-16).
>
> I would assume that the former is more appropriate, so I was just
> curious if this is an intentional change.
In this case the computed value ought to be zero, and hence
> pchisq(0, 0, lower=F)
[1] 0
Given that the computed value will be unreliable, NA would be more
appropriate, so will change.
> Kind regards-
> Lutz
>
> y<-rbinom(100,1,0.5)
> x<-rep(0,100)
> m<-glm(y~x, family=binomial)
> summary(m)
> drop1(m, test="Chisq")
> #################
> R241> drop1(m, test="Chisq")
> Single term deletions
>
> Model:
> y ~ x
> Df Deviance AIC LRT Pr(Chi)
> <none> 138.59 140.59
> x 0 138.59 140.59 0.00
> Warning message:
> NaNs produced in: pchisq(q, df, lower.tail, log.p)
> ##################
> R271> drop1(m, test="Chisq")
> Single term deletions
>
> Model:
> y ~ x
> Df Deviance AIC LRT Pr(Chi)
> <none> 137.99 139.99
> x 0 137.99 139.99 0.00 < 2.2e-16 ***
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
> ###################
>
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--
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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