difference between lrm's "Model L.R." and anova's "Chi-Square"
johnson4 at babel.ling.upenn.edu wrote:
Quoting Frank E Harrell Jr <f.harrell at vanderbilt.edu>:
anova (anova.Design) computes Wald statistics. When the log-likelihood is very quadratic, these statistics will be very close to log-likelihood ratio chi-square statistics. In general LR chi-square tests are better; we use Wald tests for speed. It's best to take the time and do lrtest(fit1,fit2) in Design, where one of the two fits is a subset of the other. Frank Harrell
Thanks, this is great, but in my case, there's just one factor, fit1 <- lrm(outcome~factor,data) and I'm having trouble constructing the subset 'null model', as e.g. fit2 <- lrm(outcome~1,data) returns an error message. How do I construct a null model with lrm() so that I can use lrtest() to test a model with only one predictor?
The overall LR chi-square test statistic is in the standard output of lrm (which uses print.lrm).
I apologize for asking what must be a very simple question but I have been unable to find the answer by searching R-help. Thanks, Dan P.S. Second point: I have another case where I use lmer(), and there the null model includes a random effect so I don't get the problem above. It looks like with lmer objects anova() uses LLR, not Wald. Is that right?
Please check the lmer documentation. Frank
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University