[R] significance level (p) for t-value in package zelig

[Rune Haubo]

According to standard likelihood theory these are actually not
t-values, but z-values, i.e., they asymptotically follow a standard
normal distribution under the null hypothesis. This means that you
could use pnorm instead of pt to get the p-values, but an easier
solution is probably to use the clm-function (for Cumulative Link
Models) from the ordinal package - here you get the p-values
automatically.

Cheers,
Rune

On 23 June 2012 07:02, Bert Gunter <gunter.berton at gene.com> wrote:
> This advice is almost certainly false!
>
> A "t-statistic" can be calculated, but the distribution will not
> necessarily be student's t nor will the "df" be those of the rse.  See, for
> example, rlm() in MASS, where values of the t-statistic are given without p
> values. If Brian Ripley says that p values cannot be straightforwardly
> calculated by pt(), then believe it!
>
> -- Bert
>
> On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar <oasar at metu.edu.tr> wrote:
>
>> Michael,
>>
>> Try
>>
>> ?pt
>>
>> Best
>> Ozgur
>>
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
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>>
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>
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>
>
> ______________________________________________
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>



-- 
Rune Haubo Bojesen Christensen

PhD Student, M.Sc. Eng.
Phone: (+45) 45 25 33 63
Mobile: (+45) 30 26 45 54

DTU Informatics, Section for Statistics
Technical University of Denmark, Build. 305, Room 122,
DK-2800 Kgs. Lyngby, Denmark