[R] Help re zinb model
Achim Zeileis
Achim.Zeileis at wu-wien.ac.at
Thu Jan 4 11:41:55 CET 2007
On Thu, 4 Jan 2007, blomsp at ozemail.com.au wrote:
> Remember that -2 * the difference in the likelihoods between the two
> models is asymptotically chi-squared distributed, with degrees of
> freedom equal to the difference in number of parameters between the
> models. So you can just calculate that for your preferred and null
> models, then use the pchisq function
> to test significance. Get the likelihoods from obj$maxlike.
The function lrtest() in package "lmtest" offers a flexible implementation
of this which works for fitted models that provide a logLik() method. The
zicounts() implementation does not, but zeroinfl() in package "pscl". E.g.
you can do:
library("pscl")
data("teeth", package = "zicounts")
fm1 <- zeroinfl(dmft ~ gender + age | gender + age, data = teeth,
dist = "negbin")
summary(fm1)
fm2 <- zeroinfl(dmft ~ 1, data = teeth, dist = "negbin")
summary(fm2)
library("lmtest")
lrtest(fm1, fm2)
hth,
Z
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