B77S
2012-Jan-23 20:17 UTC
[R] R not giving significance tests for coefficients/estimates?
> 3x4Error: unexpected symbol in "3x4" R has no idea that you equate "x" as multiplication.. use an astrix> 3*4[1] 12 dominic wrote> > This is basically my code: > > library(MASS) > lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata) > > b1xb2 is an interaction but it was the centered value for a continuous > variable times a categorical variable. > > I am used to using Mplus statistical software and SAS for robust > regression, and they'll usually give you a t-test, p-value as well as the > SE and/or CI. But I am not getting it here even though I have sent that is > the correct code to get it on some websites that have posted their output. > I > > I have also tried: > > library(MASS) > lqs(formula = b0 ~ b1 + b3 + b1xb2, data=mydata, > + method = c("lqs")) > > And rlm(formula ...) too, but neither provide tests of significance. > > Am I doing something wrong? Any help on this matter is greatly > appreciated. > > Thanks, > > Dominic >-- View this message in context: http://r.789695.n4.nabble.com/R-not-giving-significance-tests-for-coefficients-estimates-tp4321669p4321876.html Sent from the R help mailing list archive at Nabble.com.
Bert Gunter
2012-Jan-23 20:36 UTC
[R] R not giving significance tests for coefficients/estimates?
1. It's an interaction in a formula not a multiplication. 2. Read the Help file. It says to use ltsreg not lmsreg. 3. But no P values will be given anyway. The reason is that exact distributions and therefore reliable P values or CI's for small samples do not exist for these robust procedures (they would undoubtedly depend on the algorithm's control parameters, anyway). Only asymptotic results (I think). I believe the bootstrap is often used, but that of course may be problematic due to computational considerations. Cheers, Bert On Mon, Jan 23, 2012 at 12:17 PM, B77S <bps0002 at auburn.edu> wrote:>> 3x4 > Error: unexpected symbol in "3x4" > > R has no idea that you equate "x" as multiplication.. use an astrix > >> 3*4 > [1] 12 > > > > > dominic wrote >> >> This is basically my code: >> >> library(MASS) >> lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata) >> >> b1xb2 is an interaction but it was the centered value for a continuous >> variable times a categorical variable. >> >> I am used to using Mplus statistical software and SAS for robust >> regression, and they'll usually give you a t-test, p-value as well as the >> SE and/or CI. But I am not getting it here even though I have sent that is >> the correct code to get it on some websites that have posted their output. >> I >> >> I have also tried: >> >> ?library(MASS) >> ?lqs(formula = b0 ~ b1 + b3 + b1xb2, data=mydata, >> + method = c("lqs")) >> >> And rlm(formula ...) too, but neither provide tests of significance. >> >> Am I doing something wrong? Any help on this matter is greatly >> appreciated. >> >> Thanks, >> >> Dominic >> > > > -- > View this message in context: http://r.789695.n4.nabble.com/R-not-giving-significance-tests-for-coefficients-estimates-tp4321669p4321876.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm