[R] p values of plor

[David Winsemius]

On May 27, 2013, at 11:05 PM, Prof Brian Ripley wrote:

> On 28/05/2013 06:54, David Winsemius wrote:
>> 
>> On May 27, 2013, at 7:59 PM, meng wrote:
>> 
>>> Hi all:
>>> As to the polr {MASS} function, how to find out p values of every
>>> parameter?
>>> 
>>> 
>>>> From the example of R help:
>>> house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data =
>>> housing)
>>> summary(house.plr)
>>> 
>>> 
>>> How to find out the p values of house.plr?
>> 
>> Getting  p-values from t-statistics should be fairly straight-forward:
>> 
>> summary(house.plr)$coefficients
> 
> And what distribution are you going to use to compute the p-values?

I should have responded with my first impulse: "If the authors didn't provide p-values, then perhaps they don't think they are credible."

> 
> Hint: there is no exact distribution theory for POLR fits and the asymptotic theory can be far enough off to be seriously misleading (just as for the two-class case, logistic regression: see MASS the book). That is why likelihood-ratio tests are recommended in MASS, not Wald tests.

And so the more correct answer would be to use stepAIC? I would have thought sequential removal of terms with comparisons of deviance estimates might be informative. This is what I get with that data:

> house.AIC.1 <- stepAIC(house.plr, list(upper=~., lower=~1) )
Start:  AIC=3495.15
Sat ~ Infl + Type + Cont

       Df    AIC
<none>    3495.1
- Cont  1 3507.5
- Type  3 3545.1
- Infl  2 3599.4
>

So something along  those lines seems to be happening, but I am not able to extract those values programmatically, nor am I able to see how they even get displayed.

> class(house.AIC.1)
[1] "polr"
> str(house.AIC.1$anova)
Classes ‘Anova’ and 'data.frame':	1 obs. of  6 variables:
 $ Step      : Factor w/ 1 level "": 1
 $ Df        : num NA
 $ Deviance  : num NA
 $ Resid. Df : num 1673
 $ Resid. Dev: num 3479
 $ AIC       : num 3495


Which lead me to look at:

getAnywhere(print.polr)

But that was uninformative to my level of reading R code. The AIC trials seem to get printed by stepAIC() but are not saved in the returned object.

--- 

David Winsemius
Alameda, CA, USA