How do I retrieve p-values?


#1

I have run ordinal regression in RStudio using two different packages, relaxing the proportional odds assumption for predictor PROXIMITY. My ordinal response has 3 levels.

Using VGAM and vglm(), the output is roughly something like this:

> Coefficients: 
                                 Estimate    Std. Error      z value Pr(>|z|)    
(Intercept):1              0.5117320  0.5437684   0.941 0.346662    
(Intercept):2             -0.7123845  0.4982063  -1.430 0.152746    
PROXIMITY2:1          1.1099603  0.4781458   2.321 0.020266 *  
PROXIMITY2:2          0.8870411  0.4860655   1.825 0.068010 
PROXIMITY3:1          0.7963931  0.2106141   3.781 0.000156 ***
PROXIMITY3:2          1.2027518  0.2720969   4.420 9.86e-06 ***
HAB                           -0.0096147  0.0024824  -3.873 0.000107 *** 

And then using clm() in the ordinal package, the output is:

> Coefficients:
                            Estimate   Std. Error     z value Pr(>|z|) 
HAB                  -0.009615   0.002511  -3.828 0.000129 ***

> Threshold coefficients:
                            Estimate   Std. Error z value
1|2.PROXIMITY2 -1.10996    0.48137  -2.306
2|3.PROXIMITY2 -0.88704    0.48672  -1.822
1|2.PROXIMITY3 -0.79640    0.21145  -3.766
2|3.PROXIMITY3 -1.20274    0.27188  -4.424 

The predictor for which the assumption is relaxed, PROXIMITY, is shown under threshold coefficients when using clm(), and no p values are produced. Is there a reason for this? How can I retrieve the p values when using the clm() approach?

Thanks!