This function is deprecated in V3. Use D1
or
D3
instead.
pool.compare(fit1, fit0, method = c("wald", "likelihood"), data = NULL)
A list containing several components. Component call
is
the call to the pool.compare
function. Component call11
is
the call that created fit1
. Component call12
is the
call that created the imputations. Component call01
is the
call that created fit0
. Component call02
is the
call that created the imputations. Components method
is the
method used to compare two models: 'Wald' or 'likelihood'. Component
nmis
is the number of missing entries for each variable.
Component m
is the number of imputations.
Component qhat1
is a matrix, containing the estimated coefficients of the
m repeated complete data analyses from fit1
.
Component qhat0
is a matrix, containing the estimated coefficients of the
m repeated complete data analyses from fit0
.
Component ubar1
is the mean of the variances of fit1
,
formula (3.1.3), Rubin (1987).
Component ubar0
is the mean of the variances of fit0
,
formula (3.1.3), Rubin (1987).
Component qbar1
is the pooled estimate of fit1
, formula (3.1.2) Rubin
(1987).
Component qbar0
is the pooled estimate of fit0
, formula (3.1.2) Rubin
(1987).
Component Dm
is the test statistic.
Component rm
is the relative increase in variance due to nonresponse, formula
(3.1.7), Rubin (1987).
Component df1
: df1 = under the null hypothesis it is assumed that Dm
has an F
distribution with (df1,df2) degrees of freedom.
Component df2
: df2.
Component pvalue
is the P-value of testing whether the model fit1
is
statistically different from the smaller fit0
.
An object of class 'mira', produced by with.mids()
.
An object of class 'mira', produced by with.mids()
. The
model in fit0
is a nested fit0 of fit1
.
Either "wald"
or "likelihood"
specifying
the type of comparison. The default is "wald"
.
No longer used.
Karin Groothuis-Oudshoorn and Stef van Buuren, 2009
Compares two nested models after m repeated complete data analysis
The function is based on the article of Meng and Rubin (1992). The
Wald-method can be found in paragraph 2.2 and the likelihood method can be
found in paragraph 3. One could use the Wald method for comparison of linear
models obtained with e.g. lm
(in with.mids()
). The likelihood
method should be used in case of logistic regression models obtained with
glm()
in with.mids()
.
The function assumes that fit1
is the
larger model, and that model fit0
is fully contained in fit1
.
In case of method='wald'
, the null hypothesis is tested that the extra
parameters are all zero.
Li, K.H., Meng, X.L., Raghunathan, T.E. and Rubin, D. B. (1991). Significance levels from repeated p-values with multiply-imputed data. Statistica Sinica, 1, 65-92.
Meng, X.L. and Rubin, D.B. (1992). Performing likelihood ratio tests with multiple-imputed data sets. Biometrika, 79, 103-111.
van Buuren S and Groothuis-Oudshoorn K (2011). mice
: Multivariate
Imputation by Chained Equations in R
. Journal of Statistical
Software, 45(3), 1-67. tools:::Rd_expr_doi("10.18637/jss.v045.i03")
lm.mids
, glm.mids