On Wed, 16 Jul 2003, Bernd Puschner wrote:
> when computing a logistic regression model, either via glm or
> menuBinomialGlm, the summary of the model provides coefficients and their
> standard errors and t-values, but for some reason no significance tests
> (p-values) which i would like to have. any ideas?
There is a very good reason! t-values for logistic regression can be
highly misleading: small values indicate either a small effect or a very
large effect (the `Hauck-Donner' phenomenon). The distribution theory is
far too complicated, as the asymptotic approximations are not good enough.
(the t-values are not t-distributed).
Use dropterm() in library MASS to obtain likelihood-ratio tests for each
term in the model: those are more reliable. Also use profiling (?profile)
to obtain confidence intervals.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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