qpcR (version 1.3-7.1)

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)

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.

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.

encoding

latin1

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)