2013/10/19 Prof Brian Ripley <ripley@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

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]]
>>
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>>
>>  PLEASE do.
>
> --
> Brian D. Ripley,                  ripley@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@r-project.org mailing list
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> 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.
>

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