lr.test: Likelihood ratio test for generalized linear models

In mdscore: Improved Score Tests 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 glm fit of the model under the null hypothesis.
fit2	an object that stores the results of glm fit of the model under the alternative hypothesis.

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 [e-mail]

Antonio Hermes M. da Silva-Junior [e-mail]

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

mdscore

wald.test

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)

Example output

Loading required package: MASS
$LR
[1] 8.957195

$pvalue
[1] 0.06217836

attr(,"class")
[1] "lrt.test"

mdscore documentation built on May 2, 2019, 1:26 p.m.