On Wed, 5 Jul 2006, Celso Barros wrote: > Dear All, > > When I run rlm to obtain robust standard errors, my output does not include > p-values. Is there any reason p-values should not be used in this case? Is > there an argument I could use in rlm so that the output does > include p-values?
First you would have to derive a reliable theory for the tests you want p-values for. The t ratios are approximately normally distributed, but to quote realistic p-values you would need much more accurate distribtution theory. For summary.lm we can use Student's t distribution and say the results are exact only under normality. There is no analogue for summary.rlm. Note that S does not quote p-values for summmary.glm for similar reasons: R does but I do not consider it to be a good idea. > > Thanks in advance, > > Celso > > [[alternative HTML version deleted]] > > ______________________________________________ > [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 > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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
