[R] Likelihood ratio test in porl (MASS)
Achim Zeileis
Achim.Zeileis at uibk.ac.at
Wed Jul 27 11:39:05 CEST 2016
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=data, Hess = TRUE, method="logistic?) # ordered logistic regression
>
> I wanted to conduct the F-test (using aov command) in order to determine whether the information from the X4 variable statistically improves our understanding of Y.
> However, I?ve been told that the likelihood ratio test is a better alternative. So, I would like to conduct the LR test. In rms package this is easy -- lrest(Full, Restricted) ? I?m just curious how to perform the same using polr. Thanks!
One generic possibility to conduct the likelihood ratio test is the
lrtest() function in package "lmtest", i.e.,
library("lmtest")
lrtest(Restricted, Full)
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