[ncl-talk] p-values in reg_multlin_stats not matching R
Peter Gibson
peter.gibson at unsw.edu.au
Fri Jul 6 09:29:45 MDT 2018
Hi there,
I am using NCL 6.3.0 and following example 1 (using the same data) from here: https://www.ncl.ucar.edu/Document/Functions/Contributed/reg_multlin_stats.shtml
For some reason my p-value vector is ( 0.1488179, 0.006746806, 0.007730724 ) which differs somewhat from the example 1 result. I have checked against R's multiple linear regression function which matches the NCL example 1 exactly. Is it possible version 6.3.0 from 6.2.0 introduced a bug in the calculation of reg_multin_stats p-values? It seems odd that my stderr and tvals match exactly to the example (and R) just not the p-values.
Thanks,
Peter
--------------------------------
ANOVA outout is as follows:
Number Of Attributes: 31
_FillValue : 9.96921e+36
long_name : multiple regression coefficients
model : Yest = b(0) + b(1)*X1 + b(2)*X2 + ...+b(M)*XM
N : 17
NP : 2
M : 3
bstd : ( 0, 0.5029772, 0.4922954 )
SST : 13239.72
SSE : 423.3723
SSR : 12816.36
MST : 827.4825
MSE : 30.24088
MSE_dof : 14
MSR : 6408.178
RSE : 5.499171
RSE_dof : 13
F : 211.9045
F_dof : ( 2, 14 )
F_pval : 3.419033e-11
r2 : 0.9680232
r : 0.9838817
r2a : 0.9634551
fuv : 0.03197682
Yest : <ARRAY of 17 elements>
Yavg : 288.4
Ystd : 28.766
Xavg : ( 55.35294, 30.9 )
Xstd : ( 11.68028, 1.172071 )
stderr : ( 100.8641, 0.3945341, 3.931675 )
tval : ( -1.521964, 3.139713, 3.073079 )
pval : ( 0.1488179, 0.006746806, 0.007730724 )
(0) -153.5115
(1) 1.238724
(2) 12.08235
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