[R] R-square prob is not calculated by randomization in lmPerm::lmp
jdnewmil at dcn.davis.ca.us
Tue Sep 6 16:35:32 CEST 2016
That is contributed code. It could do anything the author felt like. I recommend reading the source code.
Sent from my phone. Please excuse my brevity.
On September 5, 2016 11:52:15 PM PDT, Agustin Lobo <aloboaleu at gmail.com> wrote:
>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():
>x <- 1:1000
>y1 <- x*2+runif(1000,-100,100)
>dat <- data.frame(x =x,y=y1)
> "Settings: unique SS "
>lmp(formula = y ~ x, data = dat, center = FALSE)
> Min 1Q Median 3Q Max
>-100.431 -48.645 2.843 48.640 101.800
> 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
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