gamlss (version 5.1-4)

LR.test: Likelihood Ratio test for nested GAMLSS models

Description

The function performs a likelihood ration test for two nested fitted model.

Usage

LR.test(null, alternative, print = TRUE)

Arguments

null

The null hypothesis (simpler) fitted model

alternative

The alternative hypothesis (more complex) fitted model

print

whether to print or save the result

Value

If print=FALSE a list with chi, df and p.val is produced.

Details

Warning: no checking whether the models are nested is performed.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

See Also

gamlss, dropterm

Examples

# NOT RUN {
data(usair)
m0<-gamlss(y~x1+x2, data=usair)
m1<-gamlss(y~x1+x2+x3+x4, data=usair)
LR.test(m0,m1)
# }