Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/EMtree-functions.r

This function tests for autocorrelation in the residuals of a RE-EM tree using a likelihood ratio test. The test keeps the tree structure of the RE-EM tree object fixed and uses a standard likelihood ratio test on the linear random effects model.

1 | ```
AutoCorrelationLRtest(object, newdata=NULL, correlation=corAR1())
``` |

`object` |
A RE-EM tree |

`newdata` |
Dataset on which the test is to be performed; if none is given, the original dataset is used |

`correlation` |
Type of correlation to be tested for in the residuals. The correlation can be any of type |

In general, `newdata`

is likely to be the data used to estimate `object`

. The RE-EM tree can be estimated with or without allowing for autocorrelation. Because the estimated tree may differ depending on whether autocorrelation is allowed in the RE-EM tree estimation process, but we recommend testing based on the tree estimated with autocorrelation allowed and the tree estimated without autocorrelation allowed.

`correlation` |
Type of correlation used in testing |

`loglik0` |
Likelihood of the random effects model if there is no autocorrelation |

`loglikAR` |
Likelihood of the random effects model if autocorrelation (of type AR(1)) is estimated |

`pvalue` |
P-value of the likelihood ratio test |

Rebecca Sela rsela@stern.nyu.edu

Sela, Rebecca J., and Simonoff, Jeffrey S., “RE-EM Trees: A Data Mining Approach for Longitudinal and Clustered Data”, *Machine Learning* (2011).

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
data(simpleREEMdata)
# Estimation without autocorrelation
simpleEMresult<-REEMtree(Y~D+t+X, data=simpleREEMdata, random=~1|ID)
# Estimation with autocorrelation
simpleEMresult2<-REEMtree(Y~D+t+X, data=simpleREEMdata, random=~1|ID, correlation=corAR1())
# Autocorrelation test based on the first tree
AutoCorrelationLRtest(simpleEMresult, simpleREEMdata)
# Autocorrelation test based on the second tree
AutoCorrelationLRtest(simpleEMresult2, simpleREEMdata)
# Autocorrelation test with an alternative correlation structure
AutoCorrelationLRtest(simpleEMresult, simpleREEMdata, correlation=corCAR1())
``` |

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