R: Likelihood Ratio test for nested GAMLSS models

LR.test {gamlss}

R Documentation

Likelihood Ratio test for nested GAMLSS models

Description

The function performs a likelihood ration test for two nested fitted model.

Usage

LR.test(null, alternative, print = TRUE)

Arguments

`null`	The null hypothesis (simpler) fitted model
`alternative`	The alternative hypothesis (more complex) fitted model
`print`	whether to print or save the result

Details

Warning: no checking whether the models are nested is performed.

Value

If print=FALSE a list with chi, df and p.val is produced.

Author(s)

Mikis Stasinopoulos mikis.stasinopoulos@gamlss.org

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

Examples

data(usair)
m0<-gamlss(y~x1+x2, data=usair)
m1<-gamlss(y~x1+x2+x3+x4, data=usair)
LR.test(m0,m1)

[Package gamlss version 5.1-0 Index]