https://github.com/cran/qpcR
Tip revision: 002c86eb3c41ef33b94a64dc562866a8956d4854 authored by Andrej-Nikolai Spiess on 25 March 2009, 00:00:00 UTC
version 1.1-8
version 1.1-8
Tip revision: 002c86e
LR.Rd
\name{LR}
\alias{LR}
\encoding{latin1}
\title{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{
\item{objX}{Either a value of class \code{logLik} or a model for which \code{\link{logLik}} can be applied.}
\item{objY}{Either a value of class \code{logLik} or a model for which \code{\link{logLik}} can be applied.}
}
\details{
The likelihood ratio statistic is \deqn{LR = \frac{f(X, \hat{\phi}, \hat{\psi})}{f(X, \phi, \hat{\psi_0})}}
The usual test statistic is \deqn{\Lambda = 2*(l(\hat{\phi}, \hat{\psi}) - l(\phi, \hat{\psi_0}))}
Following the large sample theory, if \eqn{H_0} is true, then \deqn{\Lambda \sim \chi_p^2}
}
\value{
A list containing the following items:
\item{ratio}{the likelihood ratio statistic.}
\item{df}{the change in parameters.}
\item{p.value}{the p-value from a chi-square distribution. See Details.}
}
\author{
Andrej-Nikolai Spiess
}
\seealso{
\code{\link{AIC}}, \code{\link{logLik}}.
}
\examples{
### compare l5 and l4 model
m1 <- pcrfit(reps, 1, 2, l5())
m2 <- pcrfit(reps, 1, 2, l4())
LR(m1, m2)
}
\keyword{models}
\keyword{nonlinear}