regTermTest {survey}R Documentation

Wald test for a term in a regression model

Description

Provides Wald test and working likelihood ratio (Rao-Scott) test of the hypothesis that all coefficients associated with a particular regression term are zero (or have some other specified values). Particularly useful as a substitute for anova when not fitting by maximum likelihood. The Wald tests use a chisquared or F distribution, the LRT uses a linear combination of chisquared or F distributions as in pchisqsum.

Usage

regTermTest(model, test.terms, null=NULL,df=NULL,
method=c("Wald","LRT"), lrt.approximation="saddlepoint")

Arguments

model

A model object with coef and vcov methods

test.terms

Character string or one-sided formula giving name of term or terms to test

null

Null hypothesis values for parameters. Default is zeros

df

Denominator degrees of freedom for an F test. If NULL these are estimated from the model. Use Inf for a chi-squared test.

method

If "Wald", the Wald-type test; if "LRT" the Rao-Scott test based on the estimated log likelihood ratio

lrt.approximation

method for approximating the distribution of the LRT statistic; see pchisqsum

Value

An object of class regTermTest or regTermTestLRT.

Note

The "LRT" method will not work if the model had starting values supplied for the regression coefficients. Instead, fit the two models separately and use anova(model1, model2, force=TRUE)

References

Rao, JNK, Scott, AJ (1984) "On Chi-squared Tests For Multiway Contingency Tables with Proportions Estimated From Survey Data" Annals of Statistics 12:46-60.

Lumley T, Scott A (2012) "Partial likelihood ratio tests for the Cox model under complex sampling" Statistics in Medicine 17 JUL 2012. DOI: 10.1002/sim.5492

Lumley T, Scott A (2014) "Tests for Regression Models Fitted to Survey Data" Australian and New Zealand Journal of Statistics 56:1-14 DOI: 10.1111/anzs.12065

See Also

anova, vcov, contrasts,pchisqsum

Examples

 data(esoph)
 model1 <- glm(cbind(ncases, ncontrols) ~ agegp + tobgp * 
     alcgp, data = esoph, family = binomial())
 anova(model1)

 regTermTest(model1,"tobgp")
 regTermTest(model1,"tobgp:alcgp")
 regTermTest(model1, ~alcgp+tobgp:alcgp)


 data(api)
 dclus2<-svydesign(id=~dnum+snum, weights=~pw, data=apiclus2)
 model2<-svyglm(I(sch.wide=="Yes")~ell+meals+mobility, design=dclus2, family=quasibinomial())
 regTermTest(model2, ~ell)
 regTermTest(model2, ~ell,df=NULL)
 regTermTest(model2, ~ell, method="LRT", df=Inf)
 regTermTest(model2, ~ell+meals, method="LRT", df=NULL)
[Package survey version 3.32-1 Index]