turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- How to quantify the significance of a model with a...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Jan 24, 2013 4:52 PM
(488 views)

1 REPLY

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Feb 1, 2013 8:41 AM
(308 views)

Think about what a p value is--the probability that a null hypothesis is rejected is usually the answer given. But it has some assumptions, the first being that some sort of test exists. About the only test I can think of is a likelihood ratio test, comparing the log-likelihoods of the model that is fit, to the null model. It turns out, that for reasonably sized datasets and a limited number of model parameters, AICc is as good a comparator as you can find. However, the chi-square value from comparing the -2 log-likelihoods is the only "p value" generating test that I can think of.

Steve Denham