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glm.nb, t-values and p-values

To: <s-news@wubios.wustl.edu>
Subject: glm.nb, t-values and p-values
From: <msc0235@geo.ed.ac.uk>
Date: Tue, 27 Aug 2002 11:50:14 +0100
Organization: The University of Edinburgh
References: <Pine.LNX.4.31.0208231550300.2500-100000@gannet.stats>
Dear all,

apologies if this is a very trivial question :-

I have been using the glm.nb procedure, a typical output of which is shown
below. the model returns t-values for each explanatory variable, but I am
interested in the p.values. Is that just to be compared with a t-tables (and
would there be a way to automate that in Splus?), or is there anything more
subtle to do ?

Many thanks!

Helene


Call: glm.nb(formula = nymphs ~ y.coord + aspect + code + heatherheight,
data = splitdata, maxit = 50, link = log)
Deviance Residuals:
       Min         1Q     Median         3Q      Max
 -1.080031 -0.7430399 -0.6535381 -0.4116674 2.537494

Coefficients:
                          Value                Std. Error
t value
  (Intercept)     -3.0162209384     0.58795492675         -5.1300207
      y.coord      0.0002604797     0.00009523648          2.7350836
       aspect      0.0017502784         0.00111105168      1.5753348
        code1      0.0713570397     0.19279615354          0.3701165
        code2     -0.2234691871     0.12541783923         -1.7817975
heatherheight     0.0398734732     0.01703626392          2.3405057

(Dispersion Parameter for Negative Binomial family taken to be 1 )

    Null Deviance: 252.0698 on 358 degrees of freedom

Residual Deviance: 233.3688 on 353 degrees of freedom

Number of Fisher Scoring Iterations: 1

Correlation of Coefficients:
              (Intercept)    y.coord     aspect      code1      code2
      y.coord -0.5715094
       aspect -0.6128368  -0.0672375
        code1  0.5101737  -0.1430343 -0.2791874
        code2  0.5821637  -0.0920575 -0.3402160  0.5749168
heatherheight -0.7844883   0.2159454  0.3703342 -0.6709585 -0.7514616

              Theta:  0.685
          Std. Err.:  0.212

 2 x log-likelihood:  -520.199






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