lr.test {mdscore} | R Documentation |
Likelihood ratio test for generalized linear models
Description
Computes the likelihood ratio test for the coefficients of a generalized linear model.
Usage
lr.test(fit1, fit2)
Arguments
fit1 |
an object that stores the results of |
fit2 |
an object that stores the results of |
Details
The objects fit1
and fit2
are obtained using the usual options passed to the glm
function.
Value
The function lrt.test()
returns the following list of values:
LR |
the value of the likelihood ratio statistic. |
pvalue |
the p value of test under null hypothesis chi-square distribution. |
Note
Both fit1
and fit2
must have the same family
and link function.
Author(s)
Damiao N. da Silva damiao@ccet.ufrn.br
Antonio Hermes M. da Silva-Junior hermes@ccet.ufrn.br
References
McCullagh P, Nelder J (1989). Generalized Linear Models. Chapman & Hall/CRC, London.
Da Silva DN, Cordeiro GM (2009). "A Computer Program to Improve LR Tests for Generalized Linear Models." Communications in Statistics – Simulation and Computation, 38(10), 2184–2197.
See Also
Examples
data(strength)
fitf <- glm(y ~ cut * lot, data = strength,family = inverse.gaussian("inverse"))
fit0 <- glm(y ~ cut + lot, data = strength, family = inverse.gaussian("inverse"))
lr.test(fit0,fitf)