[R] R not giving significance tests for coefficients/estimates?

[Bert Gunter]

1. It's an interaction in a formula not a multiplication.


2. Read the Help file. It says to use ltsreg not lmsreg.

3. But no P values will be given anyway. The reason is that exact
distributions and therefore reliable P values or CI's for small
samples do not exist for these robust procedures (they would
undoubtedly depend on the algorithm's control parameters, anyway).
Only asymptotic results (I think).  I believe the bootstrap is often
used, but that of course may be problematic due to computational
considerations.

Cheers,
Bert

On Mon, Jan 23, 2012 at 12:17 PM, B77S <bps0002 at auburn.edu> wrote:
>> 3x4
> Error: unexpected symbol in "3x4"
>
> R has no idea that you equate "x" as multiplication.. use an astrix
>
>> 3*4
> [1] 12
>
>
>
>
> dominic wrote
>>
>> This is basically my code:
>>
>> library(MASS)
>> lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata)
>>
>> b1xb2 is an interaction but it was the centered value for a continuous
>> variable times a categorical variable.
>>
>> I am used to using Mplus statistical software and SAS for robust
>> regression, and they'll usually give you a t-test, p-value as well as the
>> SE and/or CI. But I am not getting it here even though I have sent that is
>> the correct code to get it on some websites that have posted their output.
>> I
>>
>> I have also tried:
>>
>>  library(MASS)
>>  lqs(formula = b0 ~ b1 + b3 + b1xb2, data=mydata,
>> + method = c("lqs"))
>>
>> And rlm(formula ...) too, but neither provide tests of significance.
>>
>> Am I doing something wrong? Any help on this matter is greatly
>> appreciated.
>>
>> Thanks,
>>
>> Dominic
>>
>
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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