[R] Exact p-values in lm() - rounding problem
Uwe Ligges
ligges at statistik.tu-dortmund.de
Tue Feb 12 14:22:02 CET 2013
On 12.02.2013 13:37, Torvon wrote:
> I need to report exact p-values in my dissertation. Looking at my lm()
> results of many regressions with huge datasets I have the feeling that
> p-values are rounded to the smallest value of "2e-16", because this p-value
> is very common.
>
> Is that true or just chance? If it is true, how do I obtain the "true"
> unrounded p-values for these regressors?
>
> m1 <- lm(y ~ x1+x2+x3+4+x5, data=D)
coef(summary(m1))[,4]
Anyway, you should not believe that smaller values are still accurate.
Always worry about the numerics when looking at tiny differences.
Best,
Uwe Ligges
> Thank you
> Torvon
>
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>
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