Dear Achim Zeileis, dear John Fox, Thank you for your time! Both worked well.
lrtest(Restrict, Full) #Df LogLik Df Chisq Pr(>Chisq) 1 27 -882.00 2 28 -866.39 1 31.212 2.313e-08 *** anova(Restrict, Full) Resid. df Resid. Dev Test Df LR stat. Pr(Chi) 1 2121 1763.999 2 2120 1732.787 1 vs 2 1 31.21204 2.313266e-08 And both seems to reject the null hypothesis. Thanks again! Best, Faradj > 27 jul 2016 kl. 13:35 skrev Fox, John <j...@mcmaster.ca>: > > 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. [[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.
