[R] No P.values in polr summary

[Achim Zeileis]

On Sat, 19 Oct 2013, Tal Galili wrote:

> Vincent,
> I believe Prof. Ripley is referring to this:
> http://www.stats.ox.ac.uk/pub/MASS4/
>
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> On Sat, Oct 19, 2013 at 3:22 PM, vincent guyader
> <vincent.guyader at gmail.com>wrote:
>
>> 2013/10/19 Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>
>>> On 18/10/2013 15:01, Vincent Guyader wrote:
>>>
>>>> Hi everyone,
>>>>
>>>> If I compute a "Ordered Logistic or Probit Regression" with the polr
>>>> function from MASS package. the summary give me : coefficients, Standard
>>>> error and Tvalue.. but  not directly the p.value.
>>>>
>>>>
>>>> I can compute "manualy" the Pvalue, but Is there a way to directly
>> obtain
>>>> the pa.value, and I wonder why the p.valeu is not directly calculated,
>> is
>>>> there a reason?
>>>>
>>>
>>> How are you going to calculate the P values?  Have you read the book for
>>> which this is support software?: it explains why such Wald tests are
>>> inappropriate and that the asymptotic theory can be wildly misleading.
>>>
>>
>> Hi,
>>
>> thanks for your answer.
>> to have the P.value I use this code :
>> http://www.ats.ucla.edu/stat/r/dae/ologit.htm
>>
>> pnorm(abs(ctable[, "t value"]), lower.tail = FALSE) * 2

A convenience option for computing this is the coeftest() method provided 
in the "AER" package:

## data
library("foreign")
dat <- read.dta("http://www.ats.ucla.edu/stat/data/ologit.dta")

## model
library("MASS")
m <- polr(apply ~ pared + public + gpa, data = dat, Hess = TRUE)

## coefficient test
library("AER")
coeftest(m)

Checking out the discussion in MASS (the book) on the usefulness of these 
p-values is nevertheless a good idea, of course.

>> It give the same result as Stata, but you are right i'm not sure that it's
>> good. Could you please tell me which book you are talking about.
>>
>> Regards
>>
>>
>>
>>
>>>
>>>> exemple :
>>>>
>>>> house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data =
>>>> housing)
>>>> house.plr
>>>> summary(house.plr, digits = 3)
>>>>
>>>>
>>>>
>>>>
>>>> Regards
>>>>
>>>>         [[alternative HTML version deleted]]
>>>>
>>>> ______________________________**________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/**listinfo/r-help<
>> https://stat.ethz.ch/mailman/listinfo/r-help>
>>>> PLEASE do read the posting guide http://www.R-project.org/**
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>>>>
>>>>  PLEASE do.
>>>
>>> --
>>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<
>> http://www.stats.ox.ac.uk/~ripley/>
>>> University of Oxford,             Tel:  +44 1865 272861 (self)
>>> 1 South Parks Road,                     +44 1865 272866 (PA)
>>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>>
>>> ______________________________**________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/**listinfo/r-help<
>> https://stat.ethz.ch/mailman/listinfo/r-help>
>>> PLEASE do read the posting guide http://www.R-project.org/**
>>> posting-guide.html <http://www.R-project.org/posting-guide.html>
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>