Likelihood Ratio Test — lr.glover • Rmisc

Computes a likelihood ratio statistic which reflects the relative likelihood of the data given two competing models.

lr.glover(object, ..., name = NULL)

Arguments

object: an object. See below for details.
...: further object specifications passed to methods. See below for details.
name: a function for extracting a suitable name/description from a fitted model object. By default the name is queried by calling formula.

Value

An object of class "anova" which contains the log-likelihood, degrees of freedom, the difference in degrees of freedom, likelihood ratio, and AIC/BIC corrected likelihood ratios.

Details

lr.glover performs comparisons of models via likelihood ratio tests. The default method consecutively compares the fitted model object object with the models passed in .... Subsequently, a likelihood ratio test for each two consecutive models is carried out.

References

Glover, S. & Dixon, P. (2004). Likelihood ratios: A simple and flexible statistic for empirical psychologists. Psychonomic Bulletin & Review, 11(5), 791-806.

Examples

m1 <- lm(mpg~.,mtcars)
m2 <- step(m1,~.,trace=0)
m3 <- step(m1,~.+.^2,trace=0)
lr.glover(m1,m2,m3)
#> Likelihood ratio test
#> 
#> Model 1: mpg ~ cyl + disp + hp + drat + wt + qsec + vs + am + gear + carb
#> Model 2: mpg ~ wt + qsec + am
#> Model 3: mpg ~ disp + hp + drat + wt + qsec + vs + am + gear + carb + 
#>     cyl + wt:qsec + wt:gear + disp:wt + qsec:gear + qsec:vs + 
#>     drat:gear + disp:hp + drat:qsec + wt:vs
#>   #Df  LogLik    AIC    BIC Df          L       L*Qa   L*Qc  L*Qb
#> 1  12 -69.855 163.71 181.30                                      
#> 2   5 -72.060 154.12 161.45 -7 0.0000e+00 1.2100e+02 140351 20441
#> 3  21 -32.944 107.89 138.67 16 9.7233e+16 1.0942e+10      0 88433