Re: [R] exact values for p-values - more information.

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Tue 12 Jul 2005 - 03:22:44 EST

On Mon, 11 Jul 2005, S.O. Nyangoma wrote:

> Hi there,
> If I do an lm, I get p-vlues as
>
> p-value: < 2.2e-16
>
> This is obtained from F =39540 with df1 = 1, df2 = 7025.
>
> Suppose am interested in exact value such as
>
> p-value = 1.6e-16 (note = and not <)
>
> How do I go about it?

You can always extract the `exact' p-value from the "summary.lm" object or you can compute it by hand via
  pf(39540, df1 = 1, df2 = 7025, lower.tail = FALSE) For all practical purposes, the above means that the p-value is 0. I guess you are on a 32-bit machine, then it also means that the p-value is smaller than the Machine epsilon
  .Machine$double.eps

So if you want to report the p-value somewhere, I think R's output should be more than precise enough. If you want to compute some other values that depend on such a p-value, then it is probably wiser to compute on a log scale, i.e. instead
  pf(70, df1 = 1, df2 = 7025, lower.tail = FALSE) use
  pf(70, df1 = 1, df2 = 7025, lower.tail = FALSE, log.p = TRUE)

However, don't expect to be able to evaluate it at such extreme values such as 39540.
Z



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