[R] p-value from GLM

[peter dalgaard]

On Mar 4, 2012, at 12:21 , Dunia Scheid wrote:

> Dear all,
> 
> I am fitting a GLM similar to
> 
> library(MASS)
> anorex.1 <- glm(Treat~Postwt+Prewt,family = binomial, data = anorexia)

I hope that's just for an example. The actual analysis makes zero sense to me...

> 
> I have found two ways of computing the p-value of the fitted model:
> pval1 <- 1-pchisq(anorex.1$deviance,anorex.1$df.residual)
> pval2 <- 1-pchisq(anorex.1$null.deviance - anorex.1$deviance,
>                  anorex.1$df.null - anorex.1$df.residual)
> 
> pval2 is testing LR chi2 from the null model, but what does pval1 says?

Not much in binary logistic regression. If you have binomial data with np > 5 in all cells, it is a goodness of fit test -- LR comparison to saturated model. (If n=1 it can be shown to be a function of the parameter estimates, so pretty useless as a model test.)

> 
> Many thanks in advance,
> Dunia
> 
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> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com