lrtest.msm

Two or more fitted multi-state models, as returned by
    <code><a href="/link/msm?package=msm&version=1.2" rd-options="" data-mini-rdoc="msm::msm">msm</a></code>, ordered by increasing numbers of parameters.

Likelihood ratio test between two or more fitted multi-state models

models

Functions for fitting general continuous-time Markov and
        hidden Markov multi-state models to longitudinal data.  A
        variety of observation schemes are supported, including
        processes observed at arbitrary times (panel data),
        continuously-observed processes, and censored states. Both
        Markov transition rates and the hidden Markov output process
        can be modelled in terms of covariates, which may be constant
        or piecewise-constant in time.

Christopher Jackson

Multi-state Markov and hidden Markov models in continuous time

lrtest.msm function

The comparison between 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.<p></p><p>  The likelihood ratio statistic only has the indicated chi-squared
  distribution if the models are nested. An alternative for comparing
  non-nested models is Akaike's information criterion.</p>

lrtest.msm: Likelihood ratio test

Description

Usage

Arguments

Value

Warning

See Also