qpcR (version 1.4-2)

llratio: Calculation of likelihood ratios for nested models

Description

Calculates the likelihood ratio and p-value from a chi-square distribution for two nested models.

Usage

llratio(objX, objY)

Value

A list containing the following items:

ratio

the likelihood ratio statistic.

df

the change in parameters.

p.value

the p-value from a \(\chi^2\) distribution. See Details.

Arguments

objX

Either a value of class logLik or a model for which logLik can be applied.

objY

Either a value of class logLik or a model for which logLik can be applied.

Author

Andrej-Nikolai Spiess

Details

The likelihood ratio statistic is $$LR = \frac{f(X, \hat{\phi}, \hat{\psi})}{f(X, \phi, \hat{\psi_0})}$$ The usual test statistic is $$\Lambda = 2 \cdot (l(\hat{\phi}, \hat{\psi}) - l(\phi, \hat{\psi_0}))$$ Following the large sample theory, if \(H_0\) is true, then $$\Lambda \sim \chi_p^2$$

See Also

AIC, logLik.

Examples

## Compare l5 and l4 model.
m1 <- pcrfit(reps, 1, 2, l5)
m2 <- pcrfit(reps, 1, 2, l4)
llratio(m1, m2)