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Last data update: 2014.03.03

R: Likelihood ratio test for generalized linear models

lr.test

R Documentation

Likelihood ratio test 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 damiao@ccet.ufrn.br

Antonio Hermes M. da Silva-Junior hermes@ccet.ufrn.br

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.

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)