LR {qpcR}R Documentation

Calculation of likelihood ratios for nested models

Description

Calculates the likelihood ratio and p-value from a chi-square distribution for two nested models.

Usage

 LR(objX, objY)

Arguments

objX Either a value of class logLik or a model for which logLik can be applied.
objY Either a value of class logLik or a model for which logLik can be applied.

Details

The likelihood ratio statistic is

LR = frac{f(X, hat{phi}, hat{psi})}{f(X, phi, hat{psi_0})}

The usual test statistic is

Lambda = 2*(l(hat{phi}, hat{psi}) - l(phi, hat{psi_0}))

Following the large sample theory, if H_0 is true, then

Lambda sim chi_p^2

Value

A list containing the following items:

ratio the likelihood ratio statistic.
df the change in parameters.
p.value the p-value from a chi-square distribution. See Details.

Author(s)

Andrej-Nikolai Spiess

See Also

AIC, logLik.

Examples

### compare l5 and l4 model
m1 <- pcrfit(reps, 1, 2, l5())
m2 <- pcrfit(reps, 1, 2, l4())
LR(m1, m2)

[Package qpcR version 1.1-8 Index]