Calculation p-values of a f-statistic with R
distribution, p-value, r
Solution
As the comments note, this is a floating point precision issue. In fact both of the examples you show are not precisely equal as evaluated:
> pf(5, 2, 40, lower.tail=F) - (1-pf(5, 2, 40))
[1] 6.245005e-17
> pf(100, 2, 40, lower.tail=F) - (1-pf(500, 2, 40))
[1] 2.735111e-16
It's just that this difference is only apparent in your output for the much smaller number.
Problem
I'm trying to calculate p-values of a f-statistic with R. The formula R uses in the lm() function is equal to (e.g. assume x=100, df1=2, df2=40): ``` pf(100, 2, 40, lower.tail=F) [1] 2.735111e-16 ``` which should be equal to ``` 1-pf(100, 2, 40) [1] 2.220446e-16 ``` It is not the same! There s no BIG difference, but where does it come from? If I calculate (x=5, df1=2, df2=40): ``` pf(5, 2, 40, lower.tail=F) [1] 0.01152922 1-pf(5, 2, 40) [1] 0.01152922 ``` it is exactly the same. Question is...what is happening here? Have I missed something?