lrtest.msm: Likelihood ratio test


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





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


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.


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


Questions? Problems? Suggestions? or email at

All documentation is copyright its authors; we didn't write any of that.