[R] difference between lrm's "Model L.R." and anova's "Chi-Square"
johnson4 at babel.ling.upenn.edu
johnson4 at babel.ling.upenn.edu
Sun Mar 2 09:38:08 CET 2008
Quoting Frank E Harrell Jr <f.harrell at vanderbilt.edu>:
> anova (anova.Design) computes Wald statistics. When the log-likelihood
> is very quadratic, these statistics will be very close to log-likelihood
> ratio chi-square statistics. In general LR chi-square tests are better;
> we use Wald tests for speed. It's best to take the time and do
> lrtest(fit1,fit2) in Design, where one of the two fits is a subset of
> the other.
>
> Frank Harrell
Thanks, this is great, but in my case, there's just one factor,
fit1 <- lrm(outcome~factor,data)
and I'm having trouble constructing the subset 'null model', as e.g.
fit2 <- lrm(outcome~1,data)
returns an error message.
How do I construct a null model with lrm() so that I can use lrtest() to test a
model with only one predictor?
I apologize for asking what must be a very simple question but I have been
unable to find the answer by searching R-help.
Thanks,
Dan
P.S. Second point: I have another case where I use lmer(), and there the null
model includes a random effect so I don't get the problem above. It looks like
with lmer objects anova() uses LLR, not Wald. Is that right?
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