Re: [R] significance level (p) for t-value in package zelig
My point was just that the situation in a cumulative link model is not much different from a binomial glm - the binomial glm is even a special case of the clm with only two response categories. And just like summary(glm(, family=binomial)) reports z-values and computes p-values by using the normal distribution as reference, one can do the same in a cumulative link model by applying the same asymptotic arguments. In both models the variance is determined implicitly by the mean, so a t-distribution is never involved. Cheers, Rune On 25 June 2012 11:05, Prof Brian Ripley rip...@stats.ox.ac.uk wrote: On 25/06/2012 09:32, Rune Haubo wrote: According to standard likelihood theory these are actually not t-values, but z-values, i.e., they asymptotically follow a standard normal distribution under the null hypothesis. This means that you Whose 'standard'? It is conventional to call a value of t-like statistic (i.e. a ratio of the form value/standard error) a 't-value'. And that is nothing to do with 'likelihood theory' (t statistics predate the term 'likelihood'!). The separate issue is whether a t statistic is even approximately t-distributed (and if so, on what df?), and another is if it is asymptotically normal. For the latter you have to say what you mean by 'asymptotic': we have lost a lot of the context, but as this does not appear to be IID univariate observations: - 'standard likelihood theory' is unlikely to apply. - standard asymptotics may well not be a good approximation (in regression modelling, people tend to fit more complex models to large datasets, which is often why a large dataset was collected). - even for IID observations the derivation of the t distribution assumes normality. The difference between a t distribution and a normal distribution is practically insignificant unless the df is small. And if the df is small, one can rarely rely on the CLT for approximate normality could use pnorm instead of pt to get the p-values, but an easier solution is probably to use the clm-function (for Cumulative Link Models) from the ordinal package - here you get the p-values automatically. Cheers, Rune On 23 June 2012 07:02, Bert Gunter gunter.ber...@gene.com wrote: This advice is almost certainly false! A t-statistic can be calculated, but the distribution will not necessarily be student's t nor will the df be those of the rse. See, for example, rlm() in MASS, where values of the t-statistic are given without p values. If Brian Ripley says that p values cannot be straightforwardly calculated by pt(), then believe it! -- Bert On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar oa...@metu.edu.tr wrote: Michael, Try ?pt Best Ozgur -- View this message in context: http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Brian D. Ripley, rip...@stats.ox.ac.uk 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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Rune Haubo Bojesen Christensen Ph.D. Student, M.Sc. Eng. Phone: (+45) 45 25 33 63 Mobile: (+45) 30 26 45 54 DTU Informatics, Section for Statistics Technical University of Denmark, Build. 305, Room 122, DK-2800 Kgs. Lyngby, Denmark __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] significance level (p) for t-value in package zelig
According to standard likelihood theory these are actually not t-values, but z-values, i.e., they asymptotically follow a standard normal distribution under the null hypothesis. This means that you could use pnorm instead of pt to get the p-values, but an easier solution is probably to use the clm-function (for Cumulative Link Models) from the ordinal package - here you get the p-values automatically. Cheers, Rune On 23 June 2012 07:02, Bert Gunter gunter.ber...@gene.com wrote: This advice is almost certainly false! A t-statistic can be calculated, but the distribution will not necessarily be student's t nor will the df be those of the rse. See, for example, rlm() in MASS, where values of the t-statistic are given without p values. If Brian Ripley says that p values cannot be straightforwardly calculated by pt(), then believe it! -- Bert On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar oa...@metu.edu.tr wrote: Michael, Try ?pt Best Ozgur -- View this message in context: http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Rune Haubo Bojesen Christensen PhD Student, M.Sc. Eng. Phone: (+45) 45 25 33 63 Mobile: (+45) 30 26 45 54 DTU Informatics, Section for Statistics Technical University of Denmark, Build. 305, Room 122, DK-2800 Kgs. Lyngby, Denmark __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] significance level (p) for t-value in package zelig
On 25/06/2012 09:32, Rune Haubo wrote: According to standard likelihood theory these are actually not t-values, but z-values, i.e., they asymptotically follow a standard normal distribution under the null hypothesis. This means that you Whose 'standard'? It is conventional to call a value of t-like statistic (i.e. a ratio of the form value/standard error) a 't-value'. And that is nothing to do with 'likelihood theory' (t statistics predate the term 'likelihood'!). The separate issue is whether a t statistic is even approximately t-distributed (and if so, on what df?), and another is if it is asymptotically normal. For the latter you have to say what you mean by 'asymptotic': we have lost a lot of the context, but as this does not appear to be IID univariate observations: - 'standard likelihood theory' is unlikely to apply. - standard asymptotics may well not be a good approximation (in regression modelling, people tend to fit more complex models to large datasets, which is often why a large dataset was collected). - even for IID observations the derivation of the t distribution assumes normality. The difference between a t distribution and a normal distribution is practically insignificant unless the df is small. And if the df is small, one can rarely rely on the CLT for approximate normality could use pnorm instead of pt to get the p-values, but an easier solution is probably to use the clm-function (for Cumulative Link Models) from the ordinal package - here you get the p-values automatically. Cheers, Rune On 23 June 2012 07:02, Bert Gunter gunter.ber...@gene.com wrote: This advice is almost certainly false! A t-statistic can be calculated, but the distribution will not necessarily be student's t nor will the df be those of the rse. See, for example, rlm() in MASS, where values of the t-statistic are given without p values. If Brian Ripley says that p values cannot be straightforwardly calculated by pt(), then believe it! -- Bert On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar oa...@metu.edu.tr wrote: Michael, Try ?pt Best Ozgur -- View this message in context: http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Brian D. Ripley, rip...@stats.ox.ac.uk 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, UKFax: +44 1865 272595 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] significance level (p) for t-value in package zelig
Michael, Try ?pt Best Ozgur -- View this message in context: http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] significance level (p) for t-value in package zelig
This advice is almost certainly false! A t-statistic can be calculated, but the distribution will not necessarily be student's t nor will the df be those of the rse. See, for example, rlm() in MASS, where values of the t-statistic are given without p values. If Brian Ripley says that p values cannot be straightforwardly calculated by pt(), then believe it! -- Bert On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar oa...@metu.edu.tr wrote: Michael, Try ?pt Best Ozgur -- View this message in context: http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
