[R] p values from GLM

Mon Apr 4 00:22:29 CEST 2016

How small does a p-value need to be to warrant attention, however?

Witness Fisher’s comment that:
“. . . we may, if we prefer it, draw the line at one in fifty (the 2 per cent point), or one in a hundred (the 1 per cent point). Personally, the writer prefers to set a low standard of significance at the 5 per cent point, and ignore entirely all results which fail to reach this level. A scientific fact should be regarded as experimentally established only if a properly designed experiment rarely fails to give this level of significance.”
[Fisher RA (1926), “The Arrangement of Field Experiments,” Journal of the Ministry of Agriculture of Great Britain, 33, 503-513.]

See the selection of Fisher quotes at http://www.jerrydallal.com/lhsp/p05.htm .

In contexts where a p <= 0.05 becomes more likely under the NULL (not the case if the experiment might just as well have been a random number generator), small P-values shift the weight of evidence.  An alternative that is apriori highly unlikely takes a lot of shifting.

John Maindonald             email: john.maindonald at anu.edu.au<mailto:john.maindonald at anu.edu.au>

On 3/04/2016, at 22:00, r-help-request at r-project.org<mailto:r-help-request at r-project.org> wrote:

From: Heinz Tuechler <tuechler at gmx.at<mailto:tuechler at gmx.at>>
Subject: Re: [R] p values from GLM
Date: 3 April 2016 11:00:50 NZST
To: Bert Gunter <bgunter.4567 at gmail.com<mailto:bgunter.4567 at gmail.com>>, Duncan Murdoch <murdoch.duncan at gmail.com<mailto:murdoch.duncan at gmail.com>>
Cc: r-help <R-help at r-project.org<mailto:R-help at r-project.org>>

Bert Gunter wrote on 01.04.2016 23:46:
... of course, whether one **should** get them is questionable...

http://www.nature.com/news/statisticians-issue-warning-over-misuse-of-p-values-1.19503#/ref-link-1

This paper repeats the common place statement that a small p-value does not necessarily indicate an important finding. Agreed, but maybe I overlooked examples of important findings with large p-values.
If there are some, I would be happy to get to know some of them. Otherwise a small p-value is no guarantee of importance, but a prerequisite.

best regards,

Heinz

Cheers,
Bert

Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Fri, Apr 1, 2016 at 3:26 PM, Duncan Murdoch <murdoch.duncan at gmail.com<mailto:murdoch.duncan at gmail.com>> wrote:
On 01/04/2016 6:14 PM, John Sorkin wrote:
How can I get the p values from a glm ? I want to get the p values so I
can add them to a custom report

  fitwean<-
glm(data[,"JWean"]~data[,"Group"],data=data,family=binomial(link ="logit"))
  summary(fitwean)             # This lists the coefficeints, SEs, z and p
values, but I can't isolate the pvalues.
  names(summary(fitwean))  # I see the coefficients, but not the p values
  names(fitmens)                  # p values are not found here.

Doesn't summary(fitwean) give a matrix? Then it's
colnames(summary(fitwean)$coefficients) you want, not names(fitwean).

Duncan Murdoch

P.S. If you had given a reproducible example, I'd try it myself.

Thank you!
John

John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and
Geriatric Medicine
Baltimore VA Medical Center
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