lrt {clikcorr} R Documentation

## censoring data and likelihood-based correlation estimation inference

### Description

Provides likelihood ratio tests for making statistical inference about the correlation coefficient from bivariate censored/missing data.

### Usage

lrt(data, lower1, upper1, lower2, upper2, dist = "n", df = 4,
sv = NA, r0 = 0, nlm = FALSE, ...)


### Arguments

 data a data frame name. lower1 the lower bound of the first of the two variables whose correlation coefficient to be calculated. upper1 the upper bound of the first of the two variables whose correlation coefficient to be calculated. lower2 the lower bound of the second of the two variables whose correlation coefficient to be calculated. upper2 the upper bound of the second of the two variables whose correlation coefficient to be calculated. dist working distribution. By default, dist="n" assuming the data from a bivariate normal distribution. Set dist="t" if the data are assumed generated from a bivariate t-distribution. df degree of freedom of the bivariate t-distribution when dist="t". By default df=4. sv user specified starting values for the vector of (mean1, mean2, var1, corr, var2). r0 correlation coefficient value under the null hypothesis. By default is 0. nlm use nlm as the optimization method to minimize the negative log (profile) likelihood. By default nlm=FALSE and optim is used to maximize the log (profile) likelihood. ... not used.

### Value

 Cor maximum likelihood estimate (MLE) of the correlation coefficient. m1llk value of the log likelihood function evaluated at the MLE. m0llk value of the log likelihood function evaluated at the r0. P0 p-value for likelihood ratio test with null hypothesis says that the true correlation coefficient equals r0.

### Author(s)

Yanming Li, Kerby Shedden, Brenda W. Gillespie and John A. Gillespie.

### References

Yanming Li, Kerby Shedden, Brenda W. Gillespie and John A. Gillespie (2016). Calculating Profile Likelihood Estimates of the Correlation Coefficient in the Presence of Left, Right or Interval Censoring and Missing Data.

### Examples


data(ND)
logND <- log(ND)

lrt(logND, "t1_TCDD", "t2_TCDD", "t1_PeCDD", "t2_PeCDD")

## Not run:
lrt(logND, "t1_TCDD", "t2_TCDD", "t1_PeCDD", "t2_PeCDD", dist="t")

## End(Not run)


[Package clikcorr version 1.0 Index]