LR.test: Likelihood Ratio test for nested GAMLSS models

In gamlss: Generalized Additive Models for Location Scale and Shape

Likelihood Ratio test for nested GAMLSS models

Description

The function performs a likelihood ration test for two nested fitted model.

Usage

LR.test(null, alternative, print = TRUE)

Arguments

null	The null hypothesis (simpler) fitted model
alternative	The alternative hypothesis (more complex) fitted model
print	whether to print or save the result

Details

Warning: no checking whether the models are nested is performed.

Value

If print=FALSE a list with chi, df and p.val is produced.

Author(s)

Mikis Stasinopoulos

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

See Also

gamlss, stepGAIC

Examples

data(usair)
m0<-gamlss(y~x1+x2, data=usair)
m1<-gamlss(y~x1+x2+x3+x4, data=usair)
LR.test(m0,m1)

gamlss documentation built on Aug. 21, 2025, 5:56 p.m.