[R] p-values from VGAM function vglm

Steven Matthew Anderson adastra69 at mac.com
Fri Jun 5 21:15:05 CEST 2009


Anyone know how to get p-values for the t-values from the coefficients  
produced in vglm?
Attached is the code and output — see comment added to output to show  
where I need p-values


+     print(paste("**********   Using VGAM function gamma2 **********"))
+     modl2<- 
vglm(MidPoint~Count,gamma2,data=modl.subset,trace=TRUE,crit="c")
+     print(coef(modl2,matrix=TRUE))
+     print(summary(modl2))


[1] "**********   Using VGAM function gamma2 **********"
VGLM    linear loop  1 :  coefficients =
  0.408464609241,  3.255887520104, -0.000220585671
VGLM    linear loop  2 :  coefficients =
  2.34723239e-01,  1.28969691e+00, -4.52393778e-05
VGLM    linear loop  3 :  coefficients =
  2.19500481e-01,  1.92534895e+00, -3.02160949e-05
VGLM    linear loop  4 :  coefficients =
  2.19383151e-01,  2.26845910e+00, -3.00838664e-05
VGLM    linear loop  5 :  coefficients =
  2.19383045e-01,  2.34645688e+00, -3.00836087e-05
VGLM    linear loop  6 :  coefficients =
  2.19383045e-01,  2.34977070e+00, -3.00836082e-05
VGLM    linear loop  7 :  coefficients =
  2.19383045e-01,  2.34977637e+00, -3.00836082e-05
VGLM    linear loop  8 :  coefficients =
  2.19383045e-01,  2.34977637e+00, -3.00836082e-05
                   log(mu) log(shape)
(Intercept)  2.193830e-01   2.349776
Count       -3.008361e-05   0.000000

Call:
vglm(formula = MidPoint ~ Count, family = gamma2, data = modl.subset,
     trace = TRUE, crit = "c")

Pearson Residuals:
                Min       1Q   Median      3Q     Max
log(mu)    -1.7037 -0.82997 0.072275 0.78520 1.72834
log(shape) -2.5152 -0.32448 0.254698 0.58772 0.70678


######### NEED P-VALUES HERE #########

Coefficients:
                     Value Std. Error  t value
(Intercept):1  2.1938e-01 5.2679e-02  4.16455
(Intercept):2  2.3498e+00 1.7541e-01 13.39574
Count         -3.0084e-05 8.9484e-05 -0.33619

Number of linear predictors:  2

Names of linear predictors: log(mu), log(shape)

Dispersion Parameter for gamma2 family:   1

Log-likelihood: -26.39268 on 123 degrees of freedom

Number of Iterations: 8


Steven Matthew Anderson

Anderson Research, LLC
Statistical Programming and Analysis
SAS (R) Certified Professional
AdAstra69 at mac.com

Ad Astra per Aspera

שָׁלוֹם




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