If Raphael wants to see P-values to a greater precision than 3 decimal
places, then Raphael might like to use the -parmest- package, downloadable
from SSC. For instance, if you install -parmest-, and type
regress y x1 x2 x3
parmest, list(parm estimate min* max* p) format(p %-8.2g)
then the P-values will be displayed to 2 significant figures, rather than
to 3 decimal places. Raphael will therefore know whether a P-value of 0.000
means 4*10^-4, 4*10^-5 or 4*10^-9. This distinction might be important if
you have calculated a lot of P-values, and want to know whether the
smallest ones are credible, given the number of P-values that you have
calculated. After all, 5 percent of P-values will be significant at the 5
percent level, even if all null hypotheses are true. On the other hand, if
all null hypotheses are true, then you would have to calculate a very large
number of P-values to find a P-value of 4*10^-9 just by chance.
A possible alternative to -parmest- is -estout-, which is also downloadable
from SSC and does a lot of similar things.
I hope this helps.
Roger
At 17:27 11/11/2005, you wrote:
>-----Original Message-----
>From: [email protected]
[mailto:[email protected]]On Behalf Of Raphael Fraser
>Sent: vrijdag 11 november 2005 18:17
>To: [email protected]
>Subject: Re: st: RE: P-value
>
>That's what I think too but I keep seeing people interpreting 0.000 as
><0.0001. Am I missing something here?
very small is very small, your null hypothesis is rejected by any
conventional confidence level, which is all that P-values are supposed to say.
>
>>On 11/11/05, Maarten Buis <[email protected]> wrote:
>> as very small (less than 0.0005)
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--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom
Tel: 020 7848 6648 International +44 20 7848 6648
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or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]
Website: http://phs.kcl.ac.uk/rogernewson/
Opinions expressed are those of the author, not the institution.
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