CODEWITHSUNDEEP
r
Rasmus Larsen
Rasmus Larsen

Reputation: 6117

How does r calculate the p-values in logistic regression

What type of p-values do R calculate in a binomial logistic regression, and where is this documented?

When i read the documentation for ?glm() I find no reference to the calculation of the p-values.

Upvotes: 2

Views: 4225

Answers (2)

IRTFM
IRTFM

Reputation: 263342

The authors of R wrote the help system with several principles in mind: compactness (don't write more than is needed, it's not a textbook), accuracy, and a curious and well-educated audience. It really was written for other statisticians. The "curious" part of that opening sentence was included to raise the question why you did not also follow the various links in the ?glm page: to summary.glm where you would have found one answer to your ambiguous question or to anova.glm where you would have found another possible answer. The help-authors do expect that you will follow those links and read the whole page and execute the examples. You will notice that even after you get to summary.glm that there is no mention of "binary logistic regression" since they pretty much assume that you are well-grounded in statistics and have copy of McCullagh and Nelder handy, or if not that you will go read the references.

The other principle: sometimes it is the code itself (given the open-source nature of R) that performs the documentation. Technically glm doesn't print anything and print.glm doesn't print p-values. It would be print.summary.glm or print.anova.glm that would be doing any printing. Part of learning R is learning that the results printed to the console will have gone through a eval-print loop and that output can be tailored with object-class-specific functions.

These assumptions are just part of what many people see as a "steep learning curve for R" (although I would have called it a shallow curve if plotted with time/effort on x-axis.)

Upvotes: 1

BenBarnes
BenBarnes

Reputation: 19454

The p-values are calculated by the function summary.glm. See ?summary.glm for a (very brief) bit about how those are calculated.

For more information, look at the source code by typing 

summary.glm

at the R command prompt. There you will find the lines of code where an object pvalue is created. Follow the code back to see how the components of the p-value calculation are (conditionally) calculated.

Upvotes: 4

Related Questions