| glmglrt {glmglrt} | R Documentation |
glmglrt: GLRT P-Values in Generalized Linear Models
Description
This package has been developed to provide Generalized Likelihood Ratio Tests (GLRT)
also known as Likelihood Ratio Tests (LRT) to Generalized Linear Models (GLMs).
The stats package do support LRT P-values with anova and
derived confidence intervals with confint(), but provides Wald's P-values with
the summary function.
This is unfortunate for two reasons: Wald's P-values may be inconsistent with profile-likelihood
confidence intervals and Wald's P-values, on small samples are more biased than LRT P-values, for
non-gaussian models. The anova function is not as simple as
summary, since it requires manually fitting two models.
Summary function
This package provides a way to override (see override_summary) the standard summary.glm function
by a summarylr function that provides LRT and/or Rao's score P-values.
Functions to estimate contrasts
It also provides functions estimate_contrast, confint_contrast and p_value_contrast
to estimate contrasts of coefficients of GLMs with LRT, Rao's and Wald's hypothesis tests and confidence intervals
This is an alternative to multcomp::glht without
Wald's approximation ! It also provides a less powerful p_value.glm method for the S3 generic
parameters::p_value. It also extends this S3 generic for a variety
of models as p_value.default. That time, the only method supported for all models, is Wald's method.