alrtest {chantrics} | R Documentation |
Adjusted Likelihood Ratio Test of Nested Models
Description
alrtest
is a helper function to simulate the functions lmtest::waldtest()
and lmtest::lrtest()
for adjusted chantrics
objects. The method can be
employed to compare nested models (see details).
Usage
alrtest(object, ...)
Arguments
object |
a |
... |
further object specifications (see details), as well as named
parameters that will be passed to |
Details
This function is a helper function that creates an interface to
anova.chantrics()
that is similar to lmtest::waldtest()
and
lmtest::lrtest()
.
The standard method is to compare the fitted model object object
with the
models in ...
. Instead of passing the fitted models into ...
, other
specifications are possible. Note that the types of specifications cannot be
mixed, except between numerics/characters. The type of the second object
supplied determines the algorithm used.
-
"chantrics"
objects: When supplying two or more"chantrics"
objects, they will be sorted as inanova.chantrics()
. Then, the ALRTS will be computed consecutively between the two neighbouring models. Note that all models must be nested. For details refer toanova.chantrics()
. -
"numeric"
: If the second object is"numeric"
or"character"
, then"numeric"
objects corresponding element inattr(terms(object1), "term.labels")
will be turned into their corresponding"character"
element and will be handled as in"character"
below. -
"character"
: If the second object is"numeric"
or"character"
, then the"character"
objects are consecutively included in an update formula likeupdate(object1, . ~ . - object2)
-
"formula"
: If the second object is a"formula"
, then the second model will be computed asupdate(object1, object2)
.
Then, the adjusted likelihood ratio test statistic (ALRTS), as described in
Section 3.5 of Chandler and Bate
(2007), is computed by
anova.chantrics()
.
If a single unnamed object is passed in ...
, sequential ANOVA is
performed on object
.
Value
An object of class "anova"
inheriting from class "data.frame"
.
The columns are as follows:
Resid.df |
The residual number of degrees of freedom in the model. |
df |
The increase in residual degrees of freedom with respect to the model in the row above. |
ALRTS |
The adjusted likelihood ratio statistic. |
Pr(>ALRTS) |
The p-value of the test that the model above is a "significantly better" model as the one in the current row. |
References
R. E. Chandler and S. Bate, Inference for clustered data using the independence loglikelihood, Biometrika, 94 (2007), pp. 167–183. doi: 10.1093/biomet/asm015.
See Also
anova.chantrics()
for the implementation of the computations of
the test statistics.
lmtest::waldtest()
and lmtest::lrtest()
for syntax.