The reference distribution for the LRT depends on the misspecification effects for the parameters being tested (Rao and Scott, 1984). If the models are symbolically nested, so that the relevant parameters can be identified just by manipulating the model formulas, anova
is equivalent to regTermTest
. If the models are nested but not symbolically nested, more computation using the design matrices is needed to determine the projection matrix on to the parameters being tested. Typical examples of models that are nested but not symbolically nested are linear and spline models for a continuous covariate or linear and saturated models for a factor.
The saddlepoint approximation is used for the LRT with numerator df greater than 1.
AIC
is defined using the Rao-Scott approximation to the weighted
loglikelihood (Lumley and Scott, 2015). It replaces the usual penalty term p, which is the null expectation of the log likelihood ratio, by the trace of the generalised design effect matrix, which is the expectation under complex sampling. For computational reasons everything is scaled so the weights sum to the sample size.
BIC
is a BIC for the (approximate) multivariate Gaussian models
on regression coefficients from the maximal model implied by each
submodel (ie, the models that say some coefficients in the maximal model
are zero) (Lumley and Scott, 2015). It corresponds to comparing the models with a Wald test and replacing the sample size in the penalty by an effective sample size.
For computational reasons, the models must not only be nested, the names of the coefficients must match.