[R-sig-ME] Likelihood ratios

[Mike Lawrence]

oops, I guess that should be:

LR = exp( anova( fit1 , fit2 )$Chisq[2] / -2 )


On Tue, Jun 1, 2010 at 1:28 PM, Mike Lawrence <Mike.Lawrence at dal.ca> wrote:
> Hi folks,
>
> I have 2 lmer fits, one (fit1) nested in the other (fit2), and I'd
> like to compute the likelihood ratio comparing the models so I can say
> something like "there is X times more evidence for fit1 than for fit2"
> (as in Glover & Dixon, 2004, www.ncbi.nlm.nih.gov/pubmed/15732688).
>
> I know I can use anova(fit1,fit2) to obtain a null-hypothesis
> significance test of the fits, and I suspect the output also contains
> the information I need to make my evidentiary statement, but I'm not
> confident of what I'm doing here. Is it correct that the reported
> value of chi-square from anova() is simply the D of the likelihood
> ratio test (http://en.wikipedia.org/wiki/Likelihood_ratio_test)? If
> so, does it sound right that I can simply derive the
> complexity-corrected likelihood ratio as:
>
> LR = exp( -2 * anova( fit1 , fit2 )$Chisq[2] )
>
> ?
>
>
> Mike
>
> --
> Mike Lawrence
> Graduate Student
> Department of Psychology
> Dalhousie University
>
> Looking to arrange a meeting? Check my public calendar:
> http://tr.im/mikes_public_calendar
>
> ~ Certainty is folly... I think. ~
>



-- 
Mike Lawrence
Graduate Student
Department of Psychology
Dalhousie University

Looking to arrange a meeting? Check my public calendar:
http://tr.im/mikes_public_calendar

~ Certainty is folly... I think. ~