From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>

Date: Tue 12 Jul 2005 - 18:19:04 EST

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 18:21:17 2005

Date: Tue 12 Jul 2005 - 18:19:04 EST

On Mon, 11 Jul 2005, 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
**>
**> ______________________________________________
**> 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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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 18:21:17 2005

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