Compare model objects with F test and likelihood ratio test

Compares a series of models with pairwise F tests and likelihood ratio tests.

pairwiseModelAnova(fits, ...)

Arguments

fits

A series of model object names, separated by commas.

...

Other arguments passed to list.

Value

A list of: The calls of the models compared; a data frame of comparisons and F tests; and a data frame of comparisons and likelihood ratio tests.

Details

For comparisons to be valid, both models must have the same data, without transformations, use the same dependent variable, and be fit with the same method.

To be valid, models need to be nested.

See also

compareGLM, compareLM

Author

Salvatore Mangiafico, mangiafico@njaes.rutgers.edu

Examples

### Compare among polynomial models
data(BrendonSmall)
BrendonSmall$Calories = as.numeric(BrendonSmall$Calories)

BrendonSmall$Calories2 = BrendonSmall$Calories * BrendonSmall$Calories
BrendonSmall$Calories3 = BrendonSmall$Calories * BrendonSmall$Calories * 
                         BrendonSmall$Calories
BrendonSmall$Calories4 = BrendonSmall$Calories * BrendonSmall$Calories * 
                         BrendonSmall$Calories * BrendonSmall$Calories
model.1 = lm(Sodium ~ Calories, data = BrendonSmall)
model.2 = lm(Sodium ~ Calories + Calories2, data = BrendonSmall)
model.3 = lm(Sodium ~ Calories + Calories2 + Calories3, data = BrendonSmall)
model.4 = lm(Sodium ~ Calories + Calories2 + Calories3 + Calories4,
             data = BrendonSmall)
pairwiseModelAnova(model.1, model.2, model.3, model.4)
#> $Models
#>                                                   Model
#> 1                                     Sodium ~ Calories
#> 2                         Sodium ~ Calories + Calories2
#> 3             Sodium ~ Calories + Calories2 + Calories3
#> 4 Sodium ~ Calories + Calories2 + Calories3 + Calories4
#>                                                    Call
#> 1                                     Sodium ~ Calories
#> 2                         Sodium ~ Calories + Calories2
#> 3             Sodium ~ Calories + Calories2 + Calories3
#> 4 Sodium ~ Calories + Calories2 + Calories3 + Calories4
#> 
#> $Anova.test.table
#>   Comparison Df.diff RSS.diff        F     p.value
#> 1  1 - 2 = 0       1  32924.3  43.0783 6.14318e-08
#> 2  1 - 3 = 0       2  33045.9  21.1841 4.80354e-07
#> 3  1 - 4 = 0       3  37430.8  18.0866 1.42286e-07
#> 4  2 - 3 = 0       1   121.52 0.155801    0.695098
#> 5  2 - 4 = 0       2  4506.47   3.2663    0.048535
#> 6  3 - 4 = 0       1  4384.95  6.35644   0.0157833
#> 
#> $Likelihood.ratio.test.table
#>   Comparison Df.diff LogLik.diff Chi.sq   p.value
#> 1  1 - 2 = 0       1       15.88  31.77 1.739e-08
#> 2  1 - 3 = 0       2       15.97  31.94 1.162e-07
#> 3  1 - 4 = 0       3       19.29  38.57 2.138e-08
#> 4  2 - 3 = 0       1     0.08534 0.1707    0.6795
#> 5  2 - 4 = 0       2       3.404  6.807   0.03325
#> 6  3 - 4 = 0       1       3.318  6.637   0.00999
#>