R: Likelihood ratio test

lrtest.msm {msm} | R Documentation

## Likelihood ratio test

### Description

Likelihood ratio test between two or more fitted multi-state models

### Usage

    lrtest.msm(...)

### Arguments

`...` | Two or more fitted multi-state models, as returned by `msm`, ordered by increasing numbers of parameters.

### Value

A matrix with three columns, giving the likelihood ratio statistic, difference in degrees of freedom and the chi-squared p-value for a comparison of the first model supplied with each subsequent model.

### Warning

The comparison between models will only be valid if they are fitted to the same dataset. This may be a problem if there are missing values and R's default of 'na.action = na.omit' is used.

The likelihood ratio statistic only has the indicated chi-squared distribution if the models are nested. An alternative for comparing non-nested models is Akaike's information criterion. This can be computed for one or more fitted `msm` models `x,y,...` using `AIC(x,y,...)`.

### See Also

`logLik.msm`,`msm`

[Package msm version 1.6.7 Index]