lrtest.msm: Likelihood ratio test

In msm: Multi-State Markov and Hidden Markov Models in Continuous Time

Likelihood ratio test

Description

Likelihood ratio test between two or more fitted multi-state models

Usage

lrtest.msm(...)

Arguments

...	Two or more fitted multi-state models, as returned by msm, ordered by increasing numbers of parameters.

Value

A matrix with three columns, giving the likelihood ratio statistic, difference in degrees of freedom and the chi-squared p-value for a comparison of the first model supplied with each subsequent model.

Warning

The comparison between models will only be valid if they are fitted to the same dataset. This may be a problem if there are missing values and R's default of 'na.action = na.omit' is used.

The likelihood ratio statistic only has the indicated chi-squared distribution if the models are nested. An alternative for comparing non-nested models is Akaike's information criterion. This can be computed for one or more fitted msm models x,y,... using AIC(x,y,...).

See Also

logLik.msm,msm

msm documentation built on Oct. 5, 2024, 1:07 a.m.