Re: [R] Likelihood ratio test in porl (MASS)

2016-07-27 Thread Faradj Koliev
oject.org] On Behalf Of Faradj Koliev >> Sent: July 27, 2016 4:50 AM >> To: r-help@r-project.org >> Subject: [R] Likelihood ratio test in porl (MASS) >> >> Dear all, >> >> A quick question: Let’s say I have a full and a restricted model that looks >> someth

Re: [R] Likelihood ratio test in porl (MASS)

2016-07-27 Thread Fox, John
is helps, John - John Fox, Professor McMaster University Hamilton, Ontario Canada L8S 4M4 Web: socserv.mcmaster.ca/jfox > -Original Message- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Faradj Koliev > Sent: July 27, 2016 4:50 AM > To: r-help@r-project.or

Re: [R] Likelihood ratio test in porl (MASS)

2016-07-27 Thread Achim Zeileis
On Wed, 27 Jul 2016, Faradj Koliev wrote: Dear all, A quick question: Let?s say I have a full and a restricted model that looks something like this: Full<- polr(Y ~ X1+X2+X3+X4, data=data, Hess = TRUE, method="logistic?) # ordered logistic regression Restricted<- polr(Y ~ X1+X2+X3, data=da

[R] Likelihood ratio test in porl (MASS)

2016-07-27 Thread Faradj Koliev
Dear all, A quick question: Let’s say I have a full and a restricted model that looks something like this: Full<- polr(Y ~ X1+X2+X3+X4, data=data, Hess = TRUE, method="logistic”) # ordered logistic regression Restricted<- polr(Y ~ X1+X2+X3, data=data, Hess = TRUE, method="logistic”) # or

Re: [R] likelihood ratio test for mean difference assuming unequal variance

2014-01-13 Thread Ben Bolker
Amanda Li uchicago.edu> writes: > > Hello, > > I am so sorry, but I have been struggling with > the code for the entire day. > > I have a very simple dataset that looks like this: > response=c(45,47,24,35,47,56,29) > sub=c("A","A","B","B","C","C","C"£© > time=c(1,2,1,2,1,2,3) > gdata=cbind(re

[R] likelihood ratio test for mean difference assuming unequal variance

2014-01-13 Thread Amanda Li
Hello, I am so sorry, but I have been struggling with the code for the entire day. I have a very simple dataset that looks like this: response=c(45,47,24,35,47,56,29) sub=c("A","A","B","B","C","C","C"£© time=c(1,2,1,2,1,2,3) gdata=cbind(response,sub,time) Namely, for three subjects, each has 2 o

[R] Likelihood ratio test for comparing non-nested cox models

2013-05-01 Thread Hans-Ulrich Klein
Dear All, I fitted two non-nested proportional hazards models using the coxph() function from package survival. Now, I would like to apply a model selection test like, e.g., the likelihood ratio test proposed by Vuong. I found an implementation of Vuong's test in the package 'pscl', but that

Re: [R] Likelihood ratio

2012-11-10 Thread David Winsemius
On Nov 10, 2012, at 11:57 AM, bgnumis bgnum wrote: > Hi All > > > I have to run multiple stimations and to compute Likelihhod ratio. > > If I compute ls function with coef and summary I can extract "outputs" that > I need. Do you mean "lm"? > > I am not able to find something similar to lo

[R] Likelihood ratio

2012-11-10 Thread bgnumis bgnum
Hi All I have to run multiple stimations and to compute Likelihhod ratio. If I compute ls function with coef and summary I can extract "outputs" that I need. I am not able to find something similar to log liklihood Can you pease tell me running a ls function x on y how to extract if posib

Re: [R] Likelihood ratio test

2011-06-12 Thread Achim Zeileis
On Sun, 12 Jun 2011, Jorge Ivan Velez wrote: Hi Diviya, Take a look at the lrtest function in the lmtest package: install.packages('lmtest) require(lmtest) ?lrtest Yes, when you have to nls() fits, say m1 and m2, you can do lrtest(m1, m2) However, I don't think that both m1 and m2 can be i

Re: [R] Likelihood ratio test

2011-06-12 Thread Jorge Ivan Velez
Hi Diviya, Take a look at the lrtest function in the lmtest package: install.packages('lmtest) require(lmtest) ?lrtest HTH, Jorge On Sun, Jun 12, 2011 at 1:16 PM, Diviya Smith <> wrote: > Hello there, > > I want to perform a likelihood ratio test to check if a single exponential > or a sum of

[R] Likelihood ratio test

2011-06-12 Thread Diviya Smith
Hello there, I want to perform a likelihood ratio test to check if a single exponential or a sum of 2 exponentials provides the best fit to my data. I am new to R programming and I am not sure if there is a direct function for doing this and whats the best way to go about it? #data x <- c(1 ,10,

Re: [R] likelihood ratio test

2011-05-26 Thread Ben Bolker
karuna m yahoo.com> writes: > Can anybody tell me which R package has Lo-Mendell Rubin LR test and > Bootstrap > LR test to compare the model fit between k class and k+1 class model > for Latent class analysis? I don't know, but library("sos") findFn("Lo-Mendell") findFn("{latent class ana

[R] likelihood ratio test

2011-05-25 Thread karuna m
Dear R-help, Can anybody tell me which R package has Lo-Mendell Rubin LR test and Bootstrap LR test to compare the model fit between k class and k+1 class model for Latent class analysis? Thanks in advance,  warn regards,Ms.Karunambigai M PhD Scholar Dept. of Biostatistics NIMHANS Bangalore India

Re: [R] Likelihood ratio based confidence intervals for logistic regression

2010-04-30 Thread Peter Ehlers
On 2010-04-30 12:42, jh556 wrote: Some quick googling suggests that they are the same thing. Thanks for the help! And note that profile likelihood CIs are produced by default on glm objects, i.e. R uses MASS's confint.glm for glm objects. confint.default(your model) let's you compare with Wa

Re: [R] Likelihood ratio based confidence intervals for logistic regression

2010-04-30 Thread jh556
Some quick googling suggests that they are the same thing. Thanks for the help! -- View this message in context: http://r.789695.n4.nabble.com/Likelihood-ratio-based-confidence-intervals-for-logistic-regression-tp2077303p2077354.html Sent from the R help mailing list archive at Nabble.com. ___

Re: [R] Likelihood ratio based confidence intervals for logistic regression

2010-04-30 Thread Erik Iverson
jh556 wrote: I'm applying logistic regression to a moderate sized data set for which I believe Wald based confidence intervals on B coefficients are too conservative. Some of the literature recommends using confidence intervals based on the likelihood ratio in such cases, but I'm having diffic

[R] Likelihood ratio based confidence intervals for logistic regression

2010-04-30 Thread jh556
I'm applying logistic regression to a moderate sized data set for which I believe Wald based confidence intervals on B coefficients are too conservative. Some of the literature recommends using confidence intervals based on the likelihood ratio in such cases, but I'm having difficulty locating a

Re: [R] likelihood ratio test between glmer and glm

2010-03-14 Thread Ben Bolker
Davnah Urbach dartmouth.edu> writes: > Thanks for this answer but does that mean that working > with the deviances is better? Or how else could I > evaluate the importance of my random terms? You should probably (a) search the archives of the r-sig-mixed-models mailing list and (b) ask this

Re: [R] likelihood ratio test between glmer and glm

2010-03-14 Thread Davnah Urbach
> Thanks for this answer but does that mean that working with the deviances is better? Or how else could I evaluate the importance of my random terms? Many thanks, Davnah > On Mar 14, 2010, at 8:12 PM, hadley wickham wrote: > >>> Based on a discussion found on the R mailing list but dating

Re: [R] likelihood ratio test between glmer and glm

2010-03-14 Thread hadley wickham
> Based on a discussion found on the R mailing list but dating back to 2008, I > have compared the log-likelihoods of the glm model and of the glmer model as > follows: > > lrt <- function (obj1, obj2){ > L0 <- logLik(obj1) > L1 <- logLik(obj2) > L01 <- as.vector(- 2 * (L0 - L1)) > df <- attr(L1,

[R] likelihood ratio test between glmer and glm

2010-03-14 Thread Davnah Urbach
I am currently running a generalized linear mixed effect model using glmer and I want to estimate how much of the variance is explained by my random factor. summary(glmer(cbind(female,male)~date+(1|dam),family=binomial,data= liz3")) Generalized linear mixed model fit by the Laplace approximatio

Re: [R] Likelihood Ratio Tests

2010-01-04 Thread Peter Dalgaard
Jim Silverton wrote: Is there any package available in R to do the following hypothesis tests? Testing the means of two Poissons (equivalent to the difference of two proportions) Testing the equality of two proportions from binomials Testing the equality of proprtions of two negative binomials (

Re: [R] Likelihood Ratio Tests

2010-01-03 Thread Jim Silverton
Is there any package available in R to do the following hypothesis tests? Testing the means of two Poissons (equivalent to the difference of two proportions) Testing the equality of two proportions from binomials Testing the equality of proprtions of two negative binomials (both conditional and un

Re: [R] Likelihood ratio test using R

2008-11-04 Thread C.H.
For the third one: ?anova.glm test=Chisq will be LRT. For the first two, you can have the answer from ordinary stat book. On Wed, Nov 5, 2008 at 1:11 PM, Maithili Shiva <[EMAIL PROTECTED]> wrote: > Hi! > > I am working on the Logistic Regression using R. My R script is as follows > > > ONS <-

[R] Likelihood ratio test using R

2008-11-04 Thread Maithili Shiva
Hi! I am working on the Logistic Regression using R. My R script is as follows ONS <- read.csv("ONS.csv",header = TRUE) ONS.glm <- glm(Y ~ Age1+Age2+Sex+Education+Profession+TimeInJob+ TimeInCurrentJob+OwnResidence+Dependents+ApplIncome+FamilyInco+IIR+FOIR+YearsAtBank+SavingsAccount+CurrentAcc

[R] Likelihood ratio test using R

2008-11-04 Thread Maithili Shiva
Hi! I am working on the Logistic Regression using R. My R script is as follows ONS <- read.csv("ONS.csv",header = TRUE) ONS.glm <- glm(Y ~ Age1+Age2+Sex+Education+Profession+TimeInJob+ TimeInCurrentJob+OwnResidence+Dependents+ApplIncome+FamilyInco+IIR+FOIR+YearsAtBank+SavingsAccount+CurrentAc

Re: [R] Likelihood ratio test between glm and glmer fits

2008-07-19 Thread Göran Broström
This particular case with a random intercept model can be handled by glmmML, by bootstrapping the p-value. Best, Göran On Thu, Jul 17, 2008 at 1:29 PM, Douglas Bates <[EMAIL PROTECTED]> wrote: > On Thu, Jul 17, 2008 at 2:50 AM, Rune Haubo <[EMAIL PROTECTED]> wrote: >> 2008/7/16 Dimitris Rizopoulo

Re: [R] Likelihood ratio test between glm and glmer fits

2008-07-17 Thread Douglas Bates
On Thu, Jul 17, 2008 at 2:50 AM, Rune Haubo <[EMAIL PROTECTED]> wrote: > 2008/7/16 Dimitris Rizopoulos <[EMAIL PROTECTED]>: >> well, for computing the p-value you need to use pchisq() and dchisq() (check >> ?dchisq for more info). For model fits with a logLik method you can directly >> use the foll

Re: [R] Likelihood ratio test between glm and glmer fits

2008-07-17 Thread Rune Haubo
2008/7/16 Dimitris Rizopoulos <[EMAIL PROTECTED]>: > well, for computing the p-value you need to use pchisq() and dchisq() (check > ?dchisq for more info). For model fits with a logLik method you can directly > use the following simple function: > > lrt <- function (obj1, obj2) { >L0 <- logLik(

Re: [R] Likelihood ratio test between glm and glmer fits

2008-07-16 Thread Dimitris Rizopoulos
well, for computing the p-value you need to use pchisq() and dchisq() (check ?dchisq for more info). For model fits with a logLik method you can directly use the following simple function: lrt <- function (obj1, obj2) { L0 <- logLik(obj1) L1 <- logLik(obj2) L01 <- as.vector(- 2 *

[R] Likelihood ratio test between glm and glmer fits

2008-07-16 Thread COREY SPARKS
Dear list, I am fitting a logistic multi-level regression model and need to test the difference between the ordinary logistic regression from a glm() fit and the mixed effects fit from glmer(), basically I want to do a likelihood ratio test between the two fits. The data are like this: My outc

[R] Likelihood ratio test for competing risks regression

2008-02-03 Thread Brant Inman
R-helpers: I have a question regarding the crr function of the cmprsk package for performing competing risks regression. Specifically, I was wondering if the standard likelihood ratio test for a categorical covariate applies. For example: # Make up a fake

Re: [R] Likelihood ratio test for proportional odds logistic regression

2008-01-05 Thread Prof Brian Ripley
On Sat, 5 Jan 2008, xinyi lin wrote: > Hi, > > I want to do a global likelihood ratio test for the proportional odds > logistic regression model and am unsure how to go about it. I am using > the polr() function in library(MASS). > > 1. Is the p-value from the likelihood ratio test obtained by > a

[R] Likelihood ratio test for proportional odds logistic regression

2008-01-05 Thread xinyi lin
Hi, I want to do a global likelihood ratio test for the proportional odds logistic regression model and am unsure how to go about it. I am using the polr() function in library(MASS). 1. Is the p-value from the likelihood ratio test obtained by anova(fit1,fit2), where fit1 is the polr model with o