Likelihood ratio test between two or more fitted multi-state models
lrtest.msm(...)A matrix with three columns, giving the likelihood ratio statistic, difference in degrees of freedom and the chi-squared p-value for a comparison of the first model supplied with each subsequent model.
Two or more fitted multi-state models, as returned by
msm, ordered by increasing numbers of parameters.
The comparison between models will only be valid if they are fitted to the same dataset. This may be a problem if there are missing values and R's default of 'na.action = na.omit' is used.
The likelihood ratio statistic only has the indicated chi-squared
distribution if the models are nested. An alternative for comparing
non-nested models is Akaike's information criterion. This can be computed
for one or more fitted msm models x,y,... using
AIC(x,y,...).
logLik.msm,msm