parameters (version 0.17.0)

p_value: p-values

Description

This function attempts to return, or compute, p-values of a model's parameters. See the documentation for your object's class:

• Bayesian models (rstanarm, brms, MCMCglmm, ...)

• Zero-inflated models (hurdle, zeroinfl, zerocount, ...)

• Marginal effects models (mfx)

• Models with special components (DirichletRegModel, clm2, cgam, ...)

Usage

p_value(model, ...)
# S3 method for default
p_value(
  model,
  dof = NULL,
  method = NULL,
  component = "all",
  vcov = NULL,
  vcov_args = NULL,
  verbose = TRUE,
  ...
)
# S3 method for emmGrid
p_value(model, ci = 0.95, adjust = "none", ...)

Arguments

model

A statistical model.

...

Additional arguments

dof

Number of degrees of freedom to be used when calculating confidence intervals. If NULL (default), the degrees of freedom are retrieved by calling degrees_of_freedom() with approximation method defined in method. If not NULL, use this argument to override the default degrees of freedom used to compute confidence intervals.

method

For linear mixed models, method can be "kenward" or "satterthwaite".

component

Model component for which parameters should be shown. See the documentation for your object's class in model_parameters() for further details.

vcov

Variance-covariance matrix used to compute uncertainty estimates (e.g., for robust standard errors). This argument accepts a covariance matrix, a function which returns a covariance matrix, or a string which identifies the function to be used to compute the covariance matrix.

• A covariance matrix

• A function which returns a covariance matrix (e.g., stats::vcov())

• A string which indicates the kind of uncertainty estimates to return.

  • Heteroskedasticity-consistent: "vcovHC", "HC", "HC0", "HC1", "HC2", "HC3", "HC4", "HC4m", "HC5". See ?sandwich::vcovHC.

  • Cluster-robust: "vcovCR", "CR0", "CR1", "CR1p", "CR1S", "CR2", "CR3". See ?clubSandwich::vcovCR.

  • Bootstrap: "vcovBS", "xy", "residual", "wild", "mammen", "webb". See ?sandwich::vcovBS.

  • Other sandwich package functions: "vcovHAC", "vcovPC", "vcovCL", "vcovPL".

vcov_args

List of arguments to be passed to the function identified by the vcov argument. This function is typically supplied by the sandwich or clubSandwich packages. Please refer to their documentation (e.g., ?sandwich::vcovHAC) to see the list of available arguments.

verbose

Toggle warnings and messages.

ci

Confidence Interval (CI) level. Default to 0.95 (95%).

adjust

Character value naming the method used to adjust p-values or confidence intervals. See ?emmeans::summary.emmGrid for details.

Value

A data frame with at least two columns: the parameter names and the p-values. Depending on the model, may also include columns for model components etc.

Examples

# NOT RUN {
data(iris)
model <- lm(Petal.Length ~ Sepal.Length + Species, data = iris)
p_value(model)
# }