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

From: S.O. Nyangoma <S.O.Nyangoma_at_amc.uva.nl>
Date: Tue 12 Jul 2005 - 06:37:06 EST


Hi there,
Actually my aim was to compare anumber of extreme values (e.g. 39540) with df1=1, df2=7025 via p-values.

Spencer mentions that

"However, I have also used numbers like exp(-19775.52) to guestimate relative degrees of plausibility for different alternatives."

Can someone point to me an article using this method?

Regards. Stephen.  

> I just checked:
>
> > pf(39540, 1, 7025, lower.tail=FALSE, log.p=TRUE)
> [1] -Inf
>
> This is not correct. With 7025 denominator degrees of
> freedom, we
> might use the chi-square approximation to the F distribution:
>
> > pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE)
> [1] -19775.52
>
> In sum, my best approximation to pf(39540, 1, 7025,
> lower.tail=FALSE, log.p=TRUE), given only a minute to work on
> this, is
> exp(pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE)) = exp(-19775.52).
>
> I'm confident that many violations of assumptions would
> likely be
> more important than the differences between "p-value: < 2.2e-16"
> and
 That doesn't mean they are right, only
> the best
> I can get with the available resources.
>
> spencer graves
>
> Achim Zeileis wrote:
>
> > 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
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! http://www.R-
> project.org/posting-guide.html
>
> --
> Spencer Graves, PhD
> Senior Development Engineer
> PDF Solutions, Inc.
> 333 West San Carlos Street Suite 700
> San Jose, CA 95110, USA
>
> spencer.graves@pdf.com
> www.pdf.com <http://www.pdf.com>
> Tel: 408-938-4420
> Fax: 408-280-7915
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jul 12 06:43:49 2005

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