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lrtest.msm

Likelihood ratio test


Description

Likelihood ratio test between two or more fitted multi-state models

Usage

lrtest.msm(...)

Arguments

...

Two or more fitted multi-state models, as returned by msm, ordered by increasing numbers of parameters.

Value

A matrix with three columns, giving the likelihood ratio statistic, difference in degrees of freedom and the chi-squared p-value for a comparison of the first model supplied with each subsequent model.

Warning

The comparison between models will only be valid if they are fitted to the same dataset. This may be a problem if there are missing values and R's default of 'na.action = na.omit' is used.

The likelihood ratio statistic only has the indicated chi-squared distribution if the models are nested. An alternative for comparing non-nested models is Akaike's information criterion. This can be computed for one or more fitted msm models x,y,... using AIC(x,y,...).

See Also


msm

Multi-State Markov and Hidden Markov Models in Continuous Time

v1.6.8
GPL (>= 2)
Authors
Christopher Jackson <chris.jackson@mrc-bsu.cam.ac.uk>
Initial release
2019-12-16

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