R help - Dec 2008 - Obtaining p-values for coefficients from LRM function (package Design) - plaintext

Sent this mail in rich text format before. Excuse me for this.

------------------------
Dear all,

I'm using the lrm function from the package "Design", and I want
to
extract the p-values from the results of that function. Given an lrm
object constructed as follows :

fit <- lrm(Y~(X1+X2+X3+X4+X5+X6+X7)^2, data=dataset)

I need the p-values for the coefficients printed by calling "fit".

fit$coef (gives a list of only the coefficients)
fit$pval, fit$p, fit$pvalue, fit$p.value,... : nothing works
str(fit) : no hints there
fit[1,4] : gives dimension errors

help files don't seem to give me a function that extracts them. Yet,
they are calculated and printed, based on the Wald statistics. So they
must be reachable.

Anybody knows how?

Thank you in advance
Kind regards
Joris

joris meys wrote:
> Sent this mail in rich text format before. Excuse me for this.
> 
> ------------------------
> Dear all,
> 
> I'm using the lrm function from the package "Design", and I
want to
> extract the p-values from the results of that function. Given an lrm
> object constructed as follows :
> 
> fit <- lrm(Y~(X1+X2+X3+X4+X5+X6+X7)^2, data=dataset)
> 
> I need the p-values for the coefficients printed by calling
"fit".
The individual p-values are not very meaningful.  anova(fit) returns a 
matrix of meaningful tests with P-values.

Frank
> 
> fit$coef (gives a list of only the coefficients)
> fit$pval, fit$p, fit$pvalue, fit$p.value,... : nothing works
> str(fit) : no hints there
> fit[1,4] : gives dimension errors
> 
> help files don't seem to give me a function that extracts them. Yet,
> they are calculated and printed, based on the Wald statistics. So they
> must be reachable.
> 
> Anybody knows how?
> 
> Thank you in advance
> Kind regards
> Joris
> 
> ______________________________________________
> 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.
> 

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

On Dec 13, 2008, at 1:12 PM, joris meys wrote:
> Sent this mail in rich text format before. Excuse me for this.
>
> ------------------------
> Dear all,
>
> I'm using the lrm function from the package "Design", and I
want to
> extract the p-values from the results of that function. Given an lrm
> object constructed as follows :
>
> fit <- lrm(Y~(X1+X2+X3+X4+X5+X6+X7)^2, data=dataset)
That link could create a montrous interpretation problem.
>
>
> I need the p-values for the coefficients printed by calling
"fit".
>
> fit$coef (gives a list of only the coefficients)
> fit$pval, fit$p, fit$pvalue, fit$p.value,... : nothing works
> str(fit) : no hints there
> fit[1,4] : gives dimension errors
If you want to see how Harrell does it, you can work through the code  
that you get from:

print.lrm

The last element in the "stats" list is (1 - pchisq(z^2, 1), 4) )  
where z was defined as

z <- cof/sqrt(vv)

... and those were obtained further up as:

vv <- diag(x$var)
     cof <- x$coef

So you could try seeing if this is satisfying:

vv <- diag(fit$var) ;
cof <- fit$coef ;
z <- cof/sqrt(vv) ;
1 - pchisq(z^2, 1)

-- 
David Winsemius

>
>
> help files don't seem to give me a function that extracts them. Yet,
> they are calculated and printed, based on the Wald statistics. So they
> must be reachable.
>
> Anybody knows how?
>
> Thank you in advance
> Kind regards
> Joris
>
> ______________________________________________
> 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.