[R] Likelihood ration test on glm

Wensui Liu liuwensui at gmail.com
Fri Sep 21 18:33:30 CEST 2007


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
(http://spaces.msn.com/statcompute/blog)



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