gamlss (version 4.2-4)

LR.test: Likelihood Ratio test for nested GAMLSS models

Description

The function performs a likelihood ration test for two nested fitted model.

Usage

LR.test(null, alternative, print = TRUE)

Arguments

null

The null hypothesis (simpler) fitted model

alternative

The alternative hypothesis (more complex) fitted model

print

whether to print or save the result

Value

• If print=FALSE a list with chi, df and p.val is produced.

Details

Warning: no checking whether the models are nested is performed.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554. Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/). Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

gamlss, dropterm

Examples

data(usair)
m0<-gamlss(y~x1+x2, data=usair)
m1<-gamlss(y~x1+x2+x3+x4, data=usair)
LR.test(m0,m1)