Compute an analysis of deviance table for more than one
GLM fitted using addreg.
# S3 method for addreg
anova(object, ..., test = NULL)a character string, (partially) matching one
of "Chisq", "LRT", "Rao", "F"
or "Cp". See stat.anova.
An object of class "anova" inheriting from class
"data.frame".
The comparison between two or more models will only be
valid if they are fitted to the same dataset. This may be
a problem if there are missing values and R's
default of na.action = na.omit is used, and
anova will detect this with an error.
Unlike anova.glm, specifying a single object
is not allowed.
The table has a row for the residual degrees of freedom and deviance for each model. For all but the first model, the change in degrees of freedom and deviance is also given. (This only makes statistical sense if the models are nested.) It is conventional to list the models from smallest to largest, but this is up to the user.
Models where the MLE lies on the boundary of the parameter space will be automatically removed from the list (with a warning), because asymptotic results to not apply to such models.
The table will optionally contain test statistics (and p-values)
comparing the reduction in deviance for the row to
the residuals. Mallows' Cp statistic is the residual
deviance plus twice the estimate of \(\sigma^2\) times
the residual degrees of freedom, which is closely related
to AIC. You can also choose "LRT" and "Rao"
for likelihood ratio tests and Rao's efficient score test.
The former is synonymous with "Chisq" (although both
have an asymptotic chi-square distribution).
# NOT RUN {
## For an example, see example(addreg)
# }
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