LR {qpcR} | R Documentation |
Calculates the likelihood ratio and p-value from a chi-square distribution for two nested models.
LR(objX, objY)
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. |
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
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. |
Andrej-Nikolai Spiess
### compare l5 and l4 model m1 <- pcrfit(reps, 1, 2, l5()) m2 <- pcrfit(reps, 1, 2, l4()) LR(m1, m2)