survey (version 3.32-1)

regTermTest: Wald test for a term in a regression model

Description

Provides Wald test and working likelihood ratio (Rao-Scott) test of the hypothesis that all coefficients associated with a particular regression term are zero (or have some other specified values). Particularly useful as a substitute for anova when not fitting by maximum likelihood. The Wald tests use a chisquared or F distribution, the LRT uses a linear combination of chisquared or F distributions as in pchisqsum.

Usage

regTermTest(model, test.terms, null=NULL,df=NULL,
method=c("Wald","LRT"), lrt.approximation="saddlepoint")

Arguments

model

A model object with coef and vcov methods

test.terms

Character string or one-sided formula giving name of term or terms to test

null

Null hypothesis values for parameters. Default is zeros

df

Denominator degrees of freedom for an F test. If NULL these are estimated from the model. Use Inf for a chi-squared test.

method

If "Wald", the Wald-type test; if "LRT" the Rao-Scott test based on the estimated log likelihood ratio

lrt.approximation

method for approximating the distribution of the LRT statistic; see pchisqsum

Value

An object of class regTermTest or regTermTestLRT.

References

Rao, JNK, Scott, AJ (1984) "On Chi-squared Tests For Multiway Contingency Tables with Proportions Estimated From Survey Data" Annals of Statistics 12:46-60.

Lumley T, Scott A (2012) "Partial likelihood ratio tests for the Cox model under complex sampling" Statistics in Medicine 17 JUL 2012. DOI: 10.1002/sim.5492

Lumley T, Scott A (2014) "Tests for Regression Models Fitted to Survey Data" Australian and New Zealand Journal of Statistics 56:1-14 DOI: 10.1111/anzs.12065

See Also

anova, vcov, contrasts,pchisqsum

Examples

# NOT RUN {
 data(esoph)
 model1 <- glm(cbind(ncases, ncontrols) ~ agegp + tobgp * 
     alcgp, data = esoph, family = binomial())
 anova(model1)

 regTermTest(model1,"tobgp")
 regTermTest(model1,"tobgp:alcgp")
 regTermTest(model1, ~alcgp+tobgp:alcgp)


 data(api)
 dclus2<-svydesign(id=~dnum+snum, weights=~pw, data=apiclus2)
 model2<-svyglm(I(sch.wide=="Yes")~ell+meals+mobility, design=dclus2, family=quasibinomial())
 regTermTest(model2, ~ell)
 regTermTest(model2, ~ell,df=NULL)
 regTermTest(model2, ~ell, method="LRT", df=Inf)
 regTermTest(model2, ~ell+meals, method="LRT", df=NULL)
# }