[R] R-square prob is not calculated by randomization in lmPerm::lmp

Agustin Lobo aloboaleu at gmail.com
Tue Sep 6 08:52:15 CEST 2016


Any reason why the R-square prob is not calculated by randomization in
lmPerm::lmp? The help pages states "Either permutation test p-values
or the usual F-test p-values will be output", but I always get the F
test for R-square as with lm():

require(lmPerm)
x <- 1:1000
set.seed(1000)
y1 <- x*2+runif(1000,-100,100)
dat <- data.frame(x =x,y=y1)
summary(lmp(y~x, data=dat,center=FALSE,perm="Prob"))

[1] "Settings:  unique SS "

Call:
lmp(formula = y ~ x, data = dat, center = FALSE)

Residuals:
     Min       1Q   Median       3Q      Max
-100.431  -48.645    2.843   48.640  101.800

Coefficients:
  Estimate Iter Pr(Prob)
x    1.993 5000   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 57.3 on 998 degrees of freedom
Multiple R-Squared: 0.9902, Adjusted R-squared: 0.9902
F-statistic: 1.009e+05 on 1 and 998 DF,  p-value: < 2.2e-16


-- 
Agustin Lobo
aloboaleu at gmail.com



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