Re: [R] exact values for p-values

2005-07-15 Thread Martin Maechler
download it? Netlib has all the TOMS (= Transactions Of Mathematical Software) algorithms. Look for '814'. Regards, Martin S - Original Message - S From: David Duffy [EMAIL PROTECTED] S Date: Wednesday, July 13, 2005 9:46 am S Subject: [R] exact values for p-values

Re: [R] exact values for p-values

2005-07-15 Thread S.O. Nyangoma
) algorithms. Look for '814'. Regards, Martin S - Original Message - S From: David Duffy [EMAIL PROTECTED] S Date: Wednesday, July 13, 2005 9:46 am S Subject: [R] exact values for p-values This is obtained from F =39540 with df1 = 1, df2 = 7025. Suppose am

[R] exact values for p-values

2005-07-13 Thread David Duffy
This is obtained from F =39540 with df1 = 1, df2 = 7025. Suppose am interested in exact value such as If it were really necessary, you would have to move to multiple precision. The gmp R package doesn't seem to yet cover this, but FMLIB (TOMS814, DM Smith) is a multiple precision f90 library

[R] exact values for p-values

2005-07-13 Thread S.O. Nyangoma
Hi David, Since I am looking at very extreme values, it appears I will need FMLIB. Is it an R lib? if so which version? How/where can I download it? Regards. - Original Message - From: David Duffy [EMAIL PROTECTED] Date: Wednesday, July 13, 2005 9:46 am Subject: [R] exact values

Re: [R] exact values for p-values

2005-07-13 Thread Spencer Graves
so my chi-square approximation was not very good: pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE) [1] -19775.52 (pchisq(39540, 1, lower.tail=FALSE, log.p=TRUE) + /log(10)) [1] -8588.398 ... roughly 1e-8588. With a few hours with Abramowitz and Stegun, I suspect I could

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

2005-07-12 Thread Achim Zeileis
, 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

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

2005-07-12 Thread S.O. Nyangoma
If they have the same degrees of freedom, use the test statistic and not the p value for comparing them. Z I appretiate your input to this discussion. Do you know of a reference to your statement above? I had actually used the test-statistic which in my case is r-squared to compare them.

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

2005-07-12 Thread Achim Zeileis
On Tue, 12 Jul 2005, S.O. Nyangoma wrote: If they have the same degrees of freedom, use the test statistic and not the p value for comparing them. Z I appretiate your input to this discussion. Do you know of a reference to your statement above? ?? Any basic statistics book?

Re: [R] exact values for p-values

2005-07-12 Thread Stephen D. Weigand
On Jul 11, 2005, at 11:47 AM, S.O. Nyangoma wrote: Hi there, If I do an lm, I get p-vlues as p-value: 2.2e-16 Suppose am interested in exact value such as p-value = 1.6e-16 (note = and not ) How do I go about it? stephen I think you're seeing a very small p-value after it has been

[R] exact values for p-values

2005-07-11 Thread S.O. Nyangoma
Hi there, If I do an lm, I get p-vlues as p-value: 2.2e-16 Suppose am interested in exact value such as p-value = 1.6e-16 (note = and not ) How do I go about it? stephen __ R-help@stat.math.ethz.ch mailing list

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

2005-07-11 Thread S.O. Nyangoma
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? stephen __

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

2005-07-11 Thread Achim Zeileis
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

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

2005-07-11 Thread Spencer Graves
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]

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

2005-07-11 Thread Adaikalavan Ramasamy
Compare the following t.test( 1:100, 101:200 )$p.value t.test( 1:100, 101:200 ) In the latter, the print method truncates to 2.2e-16. You can go as far as (depending on your machine) .Machine$double.xmin [1] 2.225074e-308 before it becomes indistinguishable from zero. But there

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

2005-07-11 Thread S.O. Nyangoma
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

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

2005-07-11 Thread Spencer Graves
: 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