regZIC.test {ConfZIC} | R Documentation |
Test whether two ZIC values differ significantly based on minimum ZIC for regression data
Description
Test whether two ZIC values differ significantly based on minimum ZIC for regression data.
Usage
regZIC.test(model1,model2,model_ZIC="AIC",data,alpha=0.05)
Arguments
model1 |
an object of class “lm". |
model2 |
an object of class “lm". |
model_ZIC |
type of the information criterion, it can be "AIC", "BIC", or "AICc" (Default is the "AIC"). |
data |
a matrix of |
alpha |
significance level |
Details
Consider the hypothesis: Under the null hypothesis that the two expected discrepancies are equal.
H_0: ZIC_i=ZIC_j , H_1: ZIC_i\neq ZIC_j
Z_0=\frac{(\hat{ZIC_i}-\hat{ZIC_j})-0}{\sqrt{SD(ZIC_i,ZIC_j)}}\sim N(0,1)
is calculated empirically.
Value
p-value with significance status.
References
Linhart, H. (1988). A test whether two AIC's differ significantly. South African Statistical Journal, 22(2), 153-161.
Examples
library(ConfZIC)
data(Concrete)
x=Concrete
Y=x[,9] #dependent variable
#independent variables
X1=x[,1];X2=x[,2];X3=x[,3];X4=x[,4];
X5=x[,5];X6=x[,6];X7=x[,7];X8=x[,8];
mydata=cbind(Y,X1,X2,X3,X4,X5,X6,X7,X8) #data matrix
model1=lm(Y~X1); model2=lm(Y~X1+X2)
regZIC.test(model1,model2,model_ZIC="BIC",data=mydata,alpha=0.05)