[R] Likelihood ration test on glm

[Charles C. Berry]

On Fri, 21 Sep 2007, Wensui Liu wrote:

> 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.

True enough for the LR statistic.

Or follow the instructions in the _posting guide_ and try

  	RSiteSearch("glm likelihood")

and page thru the results looking for entries like this one:

 	http://finzi.psych.upenn.edu/R/Rhelp02a/archive/76603.html

Chuck

>
> 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)
>
> ______________________________________________
> 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.
>

Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901