R help - Sep 2007 - Likelihood ration test on glm

I would like to try a likelihood ratio test in place of waldtest.
Ideally I'd like to provide two glm models, the second a submodel of the
first, in the style of lrt
(http://www.pik-potsdam.de/~hrust/tools/farismahelp/lrt.html). [lrt
takes farimsa objects]

Does anyone know of such a likelihood ratio test?


Chris Elsaesser, PhD        
Principal Scientist, Machine Learning
SPADAC Inc.
7921 Jones Branch Dr. Suite 600  
McLean, VA 22102  

703.371.7301 (m)
703.637.9421 (o)

Chris Elsaesser wrote:
> I would like to try a likelihood ratio test in place of waldtest.
> Ideally I'd like to provide two glm models, the second a submodel of
the
> first, in the style of lrt
> (http://www.pik-potsdam.de/~hrust/tools/farismahelp/lrt.html). [lrt
> takes farimsa objects]
> 
> Does anyone know of such a likelihood ratio test?
> 
> 
I think anova(model1,model2,test="Chi") will do what you want.

-- 
Kevin E. Thorpe
Biostatistician/Trialist, Knowledge Translation Program
Assistant Professor, Department of Public Health Sciences
Faculty of Medicine, University of Toronto
email: kevin.thorpe at utoronto.ca  Tel: 416.864.5776  Fax: 416.864.6057

chris,
as long as you know the log likelihood functions and the # of
parameters in both models, a pencil and a piece of paper should be
enough to calculate LR test.

On 9/21/07, Chris Elsaesser <chris.elsaesser at spadac.com>
wrote:
> I would like to try a likelihood ratio test in place of waldtest.
> Ideally I'd like to provide two glm models, the second a submodel of
the
> first, in the style of lrt
> (http://www.pik-potsdam.de/~hrust/tools/farismahelp/lrt.html). [lrt
> takes farimsa objects]
>
> Does anyone know of such a likelihood ratio test?
>
>
> Chris Elsaesser, PhD
> Principal Scientist, Machine Learning
> SPADAC Inc.
> 7921 Jones Branch Dr. Suite 600
> McLean, VA 22102
>
> 703.371.7301 (m)
> 703.637.9421 (o)
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
=============================="I am dying with the help of too many
physicians." - Alexander the Great, on his deathbed
==============================WenSui Liu
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