Likelihood Ratio test for nested GAMLSS models
The function performs a likelihood ration test for two nested fitted model.
LR.test(null, alternative, print = TRUE)
null |
The null hypothesis (simpler) fitted model |
alternative |
The alternative hypothesis (more complex) fitted model |
print |
whether to print or save the result |
Warning: no checking whether the models are nested is performed.
If print=FALSE a list with
chi, df and p.val is produced.
Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk
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.
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.
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, https://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 https://www.gamlss.com/).
data(usair) m0<-gamlss(y~x1+x2, data=usair) m1<-gamlss(y~x1+x2+x3+x4, data=usair) LR.test(m0,m1)
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