Dear Faradj Koliev, There is an anova() method for "polr" objects that computes LR chisquare tests for nested models, so a short answer to your question is anova(Full, Restricted).
The question, however, seems to reflect some misunderstandings. First aov() fits linear analysis-of-variance models, which assume normally distributed errors. These are different from the ordinal regression models, such as the proportional-odds model, fit by polr(). For the former, F-tests *are* LR tests; for the latter, F-tests aren't appropriate. I hope this helps, John ----------------------------- John Fox, Professor McMaster University Hamilton, Ontario Canada L8S 4M4 Web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Faradj Koliev > Sent: July 27, 2016 4:50 AM > To: r-help@r-project.org > Subject: [R] Likelihood ratio test in porl (MASS) > > 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! > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
