[R] Chi-square values in GLM model comparison

[Jose Iparraguirre]

Hi Eiko,

How about this?

> anova (m1, m2, test="Chisq")

See: ?anova.glm

Regards,
José


Prof. José Iparraguirre
Chief Economist
Age UK



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Torvon
Sent: 11 September 2013 16:48
To: r-help at r-project.org
Subject: [R] Chi-square values in GLM model comparison

Hello --
I am comparing two
GLMs (binomial dependent variable)
, the results are the following:
> m1<-glm(symptoms ~ phq_index, data=data2) m2<-glm(symptoms ~ 1, 
> data=data2)

Trying to compare these models using
> anova (m1, m2)
I do not obtain chi-square values or a chi-square difference test; instead, I get loglikelihood ratios:

> Likelihood ratio tests of cumulative link models:
> formula: link: threshold:
> m2 sym_bin ~ 1         logit flexible
> m1 sym_bin ~ phq_index logit flexible
>       no.par   AIC   logLik  LR.stat df Pr(>Chisq)
> m2      1    10947   -5472.5
> m1      9     9711   -4846.5    1252  8  < 2.2e-16 ***

Since reviewers would like me to report chi-square values: how to I obtain them when comparing GLMs? I'm looking for an output similar to the output of the GLMER function in LME4, e.g.:

> anova(m3,m4)
...
>       Df   AIC   BIC  logLik Chisq Chi Df Pr(>Chisq)
> m3 13 11288 11393 -5630.9
> m4 21 11212 11382 -5584.9 92.02      8  < 2.2e-16 ***

Thank you!
 Eiko

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