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.
If they have the same degrees of freedom, use the test statistic and not the p value for comparing them. Z > 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 <[EMAIL PROTECTED]> > 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 > > > > > > ______________________________________________ > > > [email protected] 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 > > > > [EMAIL PROTECTED] > > www.pdf.com <http://www.pdf.com> > > Tel: 408-938-4420 > > Fax: 408-280-7915 > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! http://www.R-project.org/posting- > > guide.html > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
