logistf
Models
This method compares hierarchical and nonhierarchical logistf models using penalized likelhood ratio tests. It replaces the function logistftest of former versions of logistf.
1 2 
object 
a fitted logistf model object 
fit2 
another fitted logistf model object, to be compared with 
formula 
alternatively to 
method 
One of 
... 
Further arguments passed to the method. 
Comparing models fitted by penalized methods, one must consider that the penalized likelihoods are not directly comparable, since a penalty is involved. Or in other words, inserting zero for some regression coefficients
will not lead to the same penalized likelihood as if the corresponding variables are simply "unknown" to a model. The anova
method takes care that the same penalty is used
for two hierarchically nested models, and if the models are not hierarchically nested, it will first relate each penalized likelihood to its null penalized likelihood, and only compare the resulting penalized likelihod ratio
statistics. The chisquared approximation for this latter method (PLR
) is considered less accurate than that of the nested
method. Nevertheless, it is the only way to go for comparison of nonnested models.
An object of class anova.logistf
with items
chisq 
the chisquared statistic for the model comparison 
df 
the degrees of freedom 
pval 
the pvalue 
call 
the function call 
method 
the method of comparison (input) 
model1 
the first model 
model2 
the second model which was compared to the first model 
PLR1 
the PLR statistic of the first model 
PLR2 
the PLR statistic of the second model; for the 
Georg Heinze
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15  data(sex2)
fit<logistf(data=sex2, case~age+oc+dia+vic+vicl+vis)
#simultaneous test of variables vic, vicl, vis:
anova(fit, formula=~vic+vicl+vis)
#test versus a simpler model
fit2<logistf(data=sex2, case~age+oc+dia)
# or: fit2<update(fit, case~age+oc+dia)
anova(fit,fit2)
# comparison of nonnested models (with different df):
fit3<logistf(data=sex2, case~age+vic+vicl+vis)
anova(fit2,fit3, method="PLR")

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