R: Brief Summary of Model Fit for glm and loglm Models
LRstats
R Documentation
Brief Summary of Model Fit for glm and loglm Models
Description
For glm objects, the print and summary methods give
too much information if all one wants to see is a brief summary of model
goodness of fit, and there is no easy way to display a compact comparison of
model goodness of fit for a collection of models fit to the same data.
All loglm models have equivalent glm forms, but the
print and summary methods give quite different results.
LRstats provides a brief summary for one or more models
fit to the same dataset
for which logLik and nobs methods exist
(e.g., glm and loglm models).
a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood
...
optionally more fitted model objects
saturated
saturated model log likelihood reference value (use 0 if deviance is not available)
sortby
either a numeric or character string specifying
the column in the result by which the rows are sorted (in decreasing order)
Details
The function relies on residual degrees of freedom for the LR chisq test being available
in the model object. This is true for objects inheriting from
lm, glm, loglm, polr
and negbin.
Value
A data frame (also of class anova) with columns
c("AIC", "BIC", "LR Chisq", "Df", "Pr(>Chisq)").
Row names are taken from the names of the model object(s).
Author(s)
Achim Zeileis
See Also
logLik, glm, loglm,
logLik.loglm, modFit
Examples
data(Mental)
indep <- glm(Freq ~ mental+ses,
family = poisson, data = Mental)
LRstats(indep)
Cscore <- as.numeric(Mental$ses)
Rscore <- as.numeric(Mental$mental)
coleff <- glm(Freq ~ mental + ses + Rscore:ses,
family = poisson, data = Mental)
roweff <- glm(Freq ~ mental + ses + mental:Cscore,
family = poisson, data = Mental)
linlin <- glm(Freq ~ mental + ses + Rscore:Cscore,
family = poisson, data = Mental)
# compare models
LRstats(indep, coleff, roweff, linlin)