[R] Obtaining p-values for coefficients from LRM function (package Design) - plaintext

[David Winsemius]

On Dec 13, 2008, at 1:12 PM, joris meys wrote:

> Sent this mail in rich text format before. Excuse me for this.
>
> ------------------------
> Dear all,
>
> I'm using the lrm function from the package "Design", and I want to
> extract the p-values from the results of that function. Given an lrm
> object constructed as follows :
>
> fit <- lrm(Y~(X1+X2+X3+X4+X5+X6+X7)^2, data=dataset)

That link could create a montrous interpretation problem.

>
>
> I need the p-values for the coefficients printed by calling "fit".
>
> fit$coef (gives a list of only the coefficients)
> fit$pval, fit$p, fit$pvalue, fit$p.value,... : nothing works
> str(fit) : no hints there
> fit[1,4] : gives dimension errors

If you want to see how Harrell does it, you can work through the code  
that you get from:

print.lrm

The last element in the "stats" list is (1 - pchisq(z^2, 1), 4) )  
where z was defined as

z <- cof/sqrt(vv)

... and those were obtained further up as:

vv <- diag(x$var)
     cof <- x$coef

So you could try seeing if this is satisfying:

vv <- diag(fit$var) ;
cof <- fit$coef ;
z <- cof/sqrt(vv) ;
1 - pchisq(z^2, 1)

-- 
David Winsemius


>
>
> help files don't seem to give me a function that extracts them. Yet,
> they are calculated and printed, based on the Wald statistics. So they
> must be reachable.
>
> Anybody knows how?
>
> Thank you in advance
> Kind regards
> Joris
>
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