LR.test: Likelihood Ratio test for nested GAMLSS models

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

View source: R/LR-test-12-06-2013.R

Description

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

Usage

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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 d.stasinopoulos@londonmet.ac.uk

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, dropterm

Examples

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

Example output

Loading required package: splines
Loading required package: gamlss.data
Loading required package: gamlss.dist
Loading required package: MASS
Loading required package: nlme
Loading required package: parallel
 **********   GAMLSS Version 5.0-2  ********** 
For more on GAMLSS look at http://www.gamlss.org/
Type gamlssNews() to see new features/changes/bug fixes.

GAMLSS-RS iteration 1: Global Deviance = 344.3556 
GAMLSS-RS iteration 2: Global Deviance = 344.3556 
GAMLSS-RS iteration 1: Global Deviance = 333.0341 
GAMLSS-RS iteration 2: Global Deviance = 333.0341 
 Likelihood Ratio Test for nested GAMLSS models. 
 (No check whether the models are nested is performed). 
 
       Null model: deviance= 344.3556 with  4 deg. of freedom 
 Altenative model: deviance= 333.0341 with  6 deg. of freedom 
 
 LRT = 11.32146 with 2 deg. of freedom and p-value= 0.003479973 

gamlss documentation built on March 31, 2021, 5:10 p.m.