[R] Likelihood ratio test in porl (MASS)

[Achim Zeileis]

On Wed, 27 Jul 2016, Faradj Koliev wrote:

> Dear all, 
>
> A quick question: Let?s say I have a full and a restricted model that looks something like this: 
>
> Full<- polr(Y ~ X1+X2+X3+X4, data=data, Hess = TRUE,  method="logistic?) # ordered logistic regression 
>
> Restricted<- polr(Y ~ X1+X2+X3, data=data, Hess = TRUE,  method="logistic?) # ordered logistic regression 
>
> I wanted to conduct the F-test (using aov command) in order to determine whether the information from the X4 variable statistically improves our understanding of Y. 
> However, I?ve been told that the likelihood ratio test is a better alternative. So, I would like to conduct the LR test. In rms package this is easy -- lrest(Full, Restricted) ? I?m just curious how to perform the same using polr. Thanks!

One generic possibility to conduct the likelihood ratio test is the 
lrtest() function in package "lmtest", i.e.,

library("lmtest")
lrtest(Restricted, Full)

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