[R] p values of plor

[meng]

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?




Many thanks.
Best.


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[David Winsemius]

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

--

David Winsemius, MD
Alameda, CA, USA

[Prof Brian Ripley]

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?

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.

--
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

[David Winsemius]

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

[meng]

How to get p values from the result then?

At 2013-05-28 13:54:27,"David Winsemius" <dwins...@comcast.net> 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
>
>--
>
>David Winsemius, MD
>Alameda, CA, USA
>

[[alternative HTML version deleted]]

[Prof Brian Ripley]

AIC is a different story. To do hypothesis tests on terms, use anova()
or dropterm() (as done in the book):

library(MASS)
example(polr)
dropterm(house.plr, test = "Chisq")

Single term deletions

Model:

Sat ~ Infl + Type + Cont

Df AIC LRT Pr(Chi)
<none> 3495.1
Infl 2 3599.4 108.239 < 2.2e-16
Type 3 3545.1 55.910 4.391e-12
Cont 1 3507.5 14.306 0.0001554

That is an object of class "anova", so can be saved and subsetted.

--
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