LRTest {addhaz}

Perform likelihood ratio test

Description

This function performs the likelihood ratio test to compare two nested binomial or multinomial additive hazard models. It can be used for model selection.

Usage

LRTest(model1, model2)

Arguments

model1, model2

objects of class "binaddhazmod" or "multaddhazmod" to be compared. See example.

Details

The likelihood ratio test is defined as -2*log(likelihood model 1/likelihood model 2).The resulting test statistic is assumed to follow a chi-squared distribution, with degrees of freedom (df) equal to the difference of the df between the models. If the test is statistically significant, the model with more variables fits the data significantly better than the model with less variables.

Value

A data frame with columns:

Res.df

degrees of freedom for each model.

Res.dev

2*log-likelihood of each model.

df

difference in the degrees of freedom between models 1 and 2.

Deviance

difference between the 2*log-likelihood of models 1 and 2, representing the value of the likelihood ratio test statistic.

Pr(>Chi)

p-value, based on the chi-squared distribution.

Examples

  data(disabData)

  ## Comparing two binomial models

  fit1 <- BinAddHaz(dis.bin ~ diab + arth + stro , data = disabData, weights = wgt,
                    attrib = FALSE)

  diseases <- as.matrix(disabData[,c("diab", "arth", "stro")])
  fit2 <- BinAddHaz(dis.bin ~ factor(age) -1 + diseases:factor(age), data = disabData,
                    weights = wgt, attrib = FALSE)

  LRTest(fit2, fit1)

  ## Comparing two multinomial models
## Not run: 
  fit3 <- MultAddHaz(dis.mult ~ diab + arth + stro , data = disabData, weights = wgt,
                     attrib = FALSE)
  fit4 <- MultAddHaz(dis.mult ~ factor(age) -1 + diseases: factor(age), data = disabData,
                     weights = wgt, attrib = FALSE)
  LRTest(fit4, fit3)
## End(Not run)