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

[joris meys]

To clarify : I am aware of the interpretation problems. Thank you for
the tip! (it's getting late here...)

On Sat, Dec 13, 2008 at 9:56 PM, joris meys <jorismeys at gmail.com> wrote:
> 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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>>
>>
>