msme (version 0.5.3)

alrt: Function to compute asymptotic likelihood ratio test of two models.

Description

This function computes the asymptotic likelihood ratio test of two models by comparing twice the different in the log-likelihoods of the models with the Chi-squared distribution with degrees of freedom equal to the difference in the degrees of freedom of the models.

Usage

alrt(x1, x2, boundary = FALSE)

Value

out.tab

A data frame that summarizes the test.

jll.diff

The difference between the log-likelihoods.

df.diff

The difference between the degrees of freedom.

p.value

The p-value of the statistical test of the null hypothesis that there is no difference between the fit of the models.

Arguments

x1

A fitted model as an object that logLik will work for.

x2

A fitted model as an object that logLik will work for.

boundary

A flag that reports whether a boundary correction should be made.

Author

Andrew Robinson and Joe Hilbe.

References

Hilbe, J.M., and Robinson, A.P. 2013. Methods of Statistical Model Estimation. Chapman & Hall / CRC.

See Also

ml_glm, ml_glm2

Examples

data(medpar)

ml.poi.1 <- ml_glm(los ~ hmo + white,
                   family = "poisson",
                   link = "log",
                   data = medpar)

ml.poi.2 <- ml_glm(los ~ hmo,
                   family = "poisson",
                   link = "log",
                   data = medpar)

alrt(ml.poi.1, ml.poi.2)