[R] p values of plor
David Winsemius
dwinsemius at comcast.net
Tue May 28 23:30:52 CEST 2013
On May 27, 2013, at 11:05 PM, Prof Brian Ripley wrote:
> On 28/05/2013 06:54, David Winsemius wrote:
>>
>> On May 27, 2013, at 7:59 PM, meng wrote:
>>
>>> Hi all:
>>> As to the polr {MASS} function, how to find out p values of every
>>> parameter?
>>>
>>>
>>>> From the example of R help:
>>> house.plr <- polr(Sat ~ Infl + Type + Cont, weights = Freq, data =
>>> housing)
>>> summary(house.plr)
>>>
>>>
>>> How to find out the p values of house.plr?
>>
>> Getting p-values from t-statistics should be fairly straight-forward:
>>
>> summary(house.plr)$coefficients
>
> And what distribution are you going to use to compute the p-values?
I should have responded with my first impulse: "If the authors didn't provide p-values, then perhaps they don't think they are credible."
>
> Hint: there is no exact distribution theory for POLR fits and the asymptotic theory can be far enough off to be seriously misleading (just as for the two-class case, logistic regression: see MASS the book). That is why likelihood-ratio tests are recommended in MASS, not Wald tests.
And so the more correct answer would be to use stepAIC? I would have thought sequential removal of terms with comparisons of deviance estimates might be informative. This is what I get with that data:
> house.AIC.1 <- stepAIC(house.plr, list(upper=~., lower=~1) )
Start: AIC=3495.15
Sat ~ Infl + Type + Cont
Df AIC
<none> 3495.1
- Cont 1 3507.5
- Type 3 3545.1
- Infl 2 3599.4
>
So something along those lines seems to be happening, but I am not able to extract those values programmatically, nor am I able to see how they even get displayed.
> class(house.AIC.1)
[1] "polr"
> str(house.AIC.1$anova)
Classes ‘Anova’ and 'data.frame': 1 obs. of 6 variables:
$ Step : Factor w/ 1 level "": 1
$ Df : num NA
$ Deviance : num NA
$ Resid. Df : num 1673
$ Resid. Dev: num 3479
$ AIC : num 3495
Which lead me to look at:
getAnywhere(print.polr)
But that was uninformative to my level of reading R code. The AIC trials seem to get printed by stepAIC() but are not saved in the returned object.
---
David Winsemius
Alameda, CA, USA
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