jingjiang yan
2009-Jan-22 22:11 UTC
[R] Is there any function can be used to compare two probit models made from same data?
hi, people How can we compare two probit models brought out from the same data? Let me use the example used in "An Introduction to R". "Consider a small, artificial example, from Silvey (1970). On the Aegean island of Kalythos the male inhabitants suffer from a congenital eye disease, the effects of which become more marked with increasing age. Samples of islander males of various ages were tested for blindness and the results recorded. The data is shown below: Age: 20 35 45 55 70 No. tested: 50 50 50 50 50 No. blind: 6 17 26 37 44 " now, we can use the age and the blind percentage to produce a probit model and get their coefficients by using glm function as was did in "An Introduction to R" My question is, let say there is another potential factor instead of age affected the blindness percentage. for example, the height of these males. Using their height, and their relevant blindness we can introduce another probit model. If I want to determine which is significantly better, which function can I use to compare both models? and, in addition, compared with the Null hypothesis(i.e. the same blindness for all age/height) to prove this model is effective? [[alternative HTML version deleted]]
Ben Bolker
2009-Jan-22 22:43 UTC
[R] Is there any function can be used to compare two probit models made from same data?
jingjiang yan <jingjiangyan <at> gmail.com> writes:> > hi, people > How can we compare two probit models brought out from the same data? > Let me use the example used in "An Introduction to R". > "Consider a small, artificial example, from Silvey (1970). > > On the Aegean island of Kalythos the male inhabitants suffer from a > congenital eye disease, the effects of which become more marked with > increasing age. Samples of islander males of various ages were tested for > blindness and the results recorded. The data is shown below: > > Age: 20 35 45 55 70 > No. tested: 50 50 50 50 50 > No. blind: 6 17 26 37 44 > " > > now, we can use the age and the blind percentage to produce a probit model > and get their coefficients by using glm function as was did in "An > Introduction to R" > > My question is, let say there is another potential factor instead of age > affected the blindness percentage. > for example, the height of these males. Using their height, and their > relevant blindness we can introduce another probit model. > > If I want to determine which is significantly better, which function can I > use to compare both models? and, in addition, compared with the Null > hypothesis(i.e. the same blindness for all age/height) to prove this model > is effective? >You can use a likelihood ratio test (i.e. anova(model1,model0) to compare either model to the null model (blindness is independent of both age and height). The age model and height model are non-nested, and of equal complexity. You can tell which one is *better* by comparing log-likelihoods/deviances, but cannot test a null hypothesis of significance. Most (but not all) statisticians would say you can compare non-nested models by using AIC, but you don't get a hypothesis-test/p-value in this way. Ben Bolker