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farima
2007 Sep 21
2
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)