# p values of plor

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## p values of plor

 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? Many thanks. Best.         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: p values of plor

 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 -- David Winsemius, MD Alameda, CA, USA ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: p values of plor

 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? 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. -- Brian D. Ripley,                  [hidden email] Professor of Applied Statistics,  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 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: p values of plor

 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    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 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.