plrtest: Partial Likelihood Ratio Test for non-nested 'coxph' models

In thomashielscher/nonnestcox: Comparing nonnested CoxPH models

Description

Partial Likelihood Ratio Test for non-nested coxph models

Usage

plrtest(object1, object2, nested = FALSE, adjusted = "none")

Arguments

object1	coxph model with x=T
object2	coxph model with x=T, based on the identical data and order of observations as for object1
nested	specify if models are nested, default is FALSE
adjusted	specify if test statistic for non-nested models should be adjusted for different complexities of the models using AIC/BIC-type adjustment. BIC uses number of events instead of number of observations. Possible values are AIC, BIC and none. Default is none.

Value

an object of class finetest

Author(s)

Thomas Hielscher

References

Fine J.P., Comparing nonnested Cox models, Biometrika (2002), 89, 3, 635-647.

Vuong Q.H., Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses, Econometrika (1989), 57, 2, 307-333.

Merkle E.C. and You D., Testing Nonnested Structural Equation Models, Psychological Methods (2016), 21, 2, 151-163.

Edgar Merkle and Dongjun You (2018). nonnest2: Tests of Non-Nested Models. R package version 0.5-1.

P. Duchesne, P. Lafaye de Micheaux, Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods, Computational Statistics and Data Analysis, Volume 54, (2010), 858-862

Schwarz G. (1978). Estimating the Dimension of a Model. Annals of Statistics, 6, 461.464.

Examples

## Not run: 
### example data set from Fine paper, section 5
require("survival")
pbc  <- subset(pbc, !is.na(trt))
mod1 <- coxph(Surv(time, status==2) ~ age, data=pbc, x=T)
mod2 <- coxph(Surv(time, status==2) ~ age + albumin + bili + edema + protime, data=pbc,  x=T)
mod3 <- coxph(Surv(time, status==2) ~ age + log(albumin) + log(bili) + edema + log(protime), data=pbc, x=T)
plrtest(mod3, mod2, nested=F) # non-nested models
plrtest(mod3, mod1, nested=T) # nested models

## End(Not run)

thomashielscher/nonnestcox documentation built on Dec. 14, 2020, 5:16 a.m.