[R] Small p-value good or bad?

T. Smithson pillepop2003 at yahoo.de
Fri Oct 1 10:33:33 CEST 2010


Dear R-community,

I have a short question: How do I interpret the result of a
likelihood ratio test correctly?

I am fitting a parametric survival model (with aftreg {eha}) and the
output tells me the overall p-value of my model is < 0.001. My
simple question is: Does the result mean my model fits the data well
OR does it mean my model DOES NOT fit the data well?

Some side information how the p-value is calculated:

logtest <- -2 * (x$loglik[1] - x$loglik[2])
pvalue <- 1-pchisq(logtest,df)

with
x$loglik[1] = -274
x$loglik[2] = -235
df = 25

I know the answer would probably be "read the manual" but I found
different opinions on the web and want to make sure I am
interpreting it correctly.

Thanks
Thomas



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