R: Conversion between a model object and a restriction matrix
model2restrictionMatrix
R Documentation
Conversion between a model object and a restriction matrix
Description
Testing a small model under a large model corresponds imposing
restrictions on the model matrix of the larger model and these
restrictions come in the form of a restriction matrix. These functions
converts a model to a restriction matrix and vice versa.
Ulrich Halekoh, S<c3><b8>ren H<c3><b8>jsgaard (2014).,
A Kenward-Roger Approximation and Parametric Bootstrap Methods for Tests in Linear Mixed Models - The R Package pbkrtest.,
Journal of Statistical Software, 58(10), 1-30., http://www.jstatsoft.org/v59/i09/
See Also
PBmodcomp, PBrefdist, KRmodcomp
Examples
library(pbkrtest)
data("beets", package = "pbkrtest")
sug <- lm(sugpct ~ block + sow + harvest, data=beets)
sug.h <- update(sug, .~. - harvest)
sug.s <- update(sug, .~. - sow)
## Construct restriction matrices from models
L.h <- model2restrictionMatrix(sug, sug.h); L.h
L.s <- model2restrictionMatrix(sug, sug.s); L.s
## Construct submodels from restriction matrices
mod.h <- restrictionMatrix2model(sug, L.h); mod.h
mod.s <- restrictionMatrix2model(sug, L.s); mod.s
## The models have the same fitted values
plot(fitted(mod.h), fitted(sug.h))
plot(fitted(mod.s), fitted(sug.s))
## and the same log likelihood
logLik(mod.h)
logLik(sug.h)
logLik(mod.s)
logLik(sug.s)