On Tue, 27 Aug 2002 msc0235@geo.ed.ac.uk wrote:
> 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 ?
Same problem as summary.glm. The t-ratios are not t-distributed. They
are asymptotically normally distributed, so you can use normal tables as a
rough guide. But *only* a rough guide. If you want to be more accurate,
use anova after dropping terms, as in the examples in MASS (the book).
>
> 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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--
Brian D. Ripley, ripley@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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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