lrtest.msm

Two or more fitted multi-state models, as returned by
    <code><a href="/link/msm?package=msm&version=1.5" 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

Continuous-time Markov and hidden Markov multi-state
 models for longitudinal data.  Designed for processes observed at
 arbitrary times in continuous time (panel data) but some other
 observation schemes are supported. 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.  This can be 
  computed for one or more fitted <code>msm</code> models <code>x,y,...</code> using
  <code><a href="/link/AIC?package=msm&version=1.5" rd-options="" data-mini-rdoc="msm::AIC">AIC</a>(x,y,...)</code>.</p>

lrtest.msm: Likelihood ratio test

Description

Usage

Arguments

Value

Warning

See Also