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

[joris meys]

Thanks for the answers.

@David : I am aware of that, but this is far from the last model actually.

@ Frank : I know the Anova procedure gives more relevant p-values, but
the attempt is to order the terms by interaction type from low
significance to high significance, based on their individual
difference from zero (if I'm making any sense here). I use this merely
as a quick guideline for model selection, the Anova I use later on for
model evaluation.

Therefore I would like to substract the p-values, as they're easier to
interprete in that respect than the anova values. Or am I missing
something?

Kind regards
Joris

On Sat, Dec 13, 2008 at 8:44 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> 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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>
>