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

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Tue 12 Jul 2005 - 12:07:35 EST

          I don't have a reference, but you could look under data mining and p values / Bonferroni.

          spencer graves

S.O. Nyangoma wrote:

> 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.
> 
>  
> 
> ----- Original Message -----
> From: Spencer Graves <spencer.graves@pdf.com>
> Date: Monday, July 11, 2005 7:39 pm
> Subject: Re: [R] exact values for p-values - more information.
> 
> 

>> 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
>>
>>______________________________________________
>>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
> 
> 
> ______________________________________________
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-- 
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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Received on Tue Jul 12 12:11:55 2005

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