[R] Difference in p-values between R and SPSS

Uwe Ligges ligges at statistik.tu-dortmund.de
Thu Sep 11 13:15:57 CEST 2008

Kåre Edvardsen wrote:
> My apologies for asking slightly about SPSS in addition to R...
> Could not find an exact answer in the archives on whether R and SPSS may
> give different p-vals when output for coeffs and conf-intervals are the
> same.
> Amyway, a colleague and I are doing a very simple coxreg analyses and
> get the same results for the coefficient and confidence interval,
>                   exp(coef) exp(-coef) lower .95 upper .95
> age_at_entry      1.02       0.98      1.01      1.03
> but in R we get p = 0.00011, and SPSS gives p < 0.0001

This might happen due to numerical differences in the algorithms for 
computing on the distributions. Both p values are not that different ...
For I would not worry if the difference is that small and practically 

Uwe Ligges

> Should we worry about this difference in p-value or do R and SPSS
> sometime differ?
> All the best,
> Kare
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