R help - May 2006 - Running a likelihood ratio test for a logit model

Hi all --

   I have to calculate a likelihood ratio test for a logit model.  I
found logLik, but I need to calculate the log likelihood for the model
without any predictors.  How can I specify this in glm?  If the full
model is glm(y ~ x1), is the one without predictors (y ~ 0)?  Or (y ~
1)?
   Is there a more direct way of getting this?

-- Chris

the print method for glm object already shows you the null and 
residual deviance with the associated df; look also at the "Value" 
section of ?glm.

I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm



----- Original Message ----- 
From: "Chris Bergstresser" <chris at subtlety.com>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, May 18, 2006 9:20 AM
Subject: [R] Running a likelihood ratio test for a logit model

> Hi all --
>
>   I have to calculate a likelihood ratio test for a logit model.  I
> found logLik, but I need to calculate the log likelihood for the 
> model
> without any predictors.  How can I specify this in glm?  If the full
> model is glm(y ~ x1), is the one without predictors (y ~ 0)?  Or (y 
> ~
> 1)?
>   Is there a more direct way of getting this?
>
> -- Chris
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 

Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm

On Thu, 18 May 2006, Dimitris Rizopoulos wrote:
> the print method for glm object already shows you the null and
> residual deviance with the associated df; look also at the
"Value"
> section of ?glm.
Note though that deviances are not (log) likelihood ratios, but 
differences in deviances are twice log LRT (pace a previous answer).

anova() is a good way to get suitable tests out of model fits:
in this case

     anova(glm(y ~ x1, family=binomial))

shows you the appropriate 2 log LRT

For the record, the null model always includes any offsets, and it 
includes and intercept iff the full model does.

> ----- Original Message -----
> From: "Chris Bergstresser" <chris at subtlety.com>
> To: <r-help at stat.math.ethz.ch>
> Sent: Thursday, May 18, 2006 9:20 AM
> Subject: [R] Running a likelihood ratio test for a logit model
>
>
>> Hi all --
>>
>>   I have to calculate a likelihood ratio test for a logit model.  I
>> found logLik, but I need to calculate the log likelihood for the
>> model
>> without any predictors.  How can I specify this in glm?  If the full
>> model is glm(y ~ x1), is the one without predictors (y ~ 0)?  Or (y
>> ~
>> 1)?
>>   Is there a more direct way of getting this?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595