R: Statistical tests

compare {lava} | R Documentation

## Statistical tests

### Description

Performs Likelihood-ratio, Wald and score tests

### Usage

    compare(object, ...)

### Arguments

`object` | `lvmfit`-object
`...` | Additional arguments to low-level functions

### Value

Matrix of test-statistics and p-values

### Author(s)

Klaus K. Holst

### See Also

`modelsearch`, `equivalence`

### Examples

    m <- lvm();
    regression(m) <- c(y1,y2,y3) ~ eta; latent(m) <- ~eta
    regression(m) <- eta ~ x
    m2 <- regression(m, c(y3,eta) ~ x)
    set.seed(1)
    d <- sim(m,1000)
    e <- estimate(m,d)
    e2 <- estimate(m2,d)

    compare(e)

    compare(e,e2) ## LRT, H0: y3<-x=0
    compare(e,scoretest=y3~x) ## Score-test, H0: y3~x=0
    compare(e2,par=c("y3~x")) ## Wald-test, H0: y3~x=0

    B <- diag(2); colnames(B) <- c("y2~eta","y3~eta")
    compare(e2,contrast=B,null=c(1,1))

    B <- rep(0,length(coef(e2))); B[1:3] <- 1
    compare(e2,contrast=B)

    compare(e,scoretest=list(y3~x,y2~x))

[Package lava version 1.6.1 Index]