[R] p-values from VGAM function vglm

[Emmanuel Charpentier]

Dear David,

Le vendredi 05 juin 2009 à 16:18 -0400, David Winsemius a écrit :
> On Jun 5, 2009, at 3:15 PM, Steven Matthew Anderson wrote:
> 
> > 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 #########
> 
> Perhaps:
> 
> dt(summary( modl2 )@coef3[ , 3], 1)

???

1) dt() is the density. didn't you mean pt() ?
2) I'd rather quote 2*min(pt(), 1-pt()) ("bilateral tests", y'know...)
3) The real hitch here is : what are the right DoF ? I do not think
there is an easy answer to *this* one...

					Emmanuel Charpentier

> >
> > 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