On Thu, 18 May 2006, Chris Bergstresser wrote:
> On 5/18/06, Prof Brian Ripley <[EMAIL PROTECTED]> wrote:
>> On Thu, 18 May 2006, Dimitris Rizopoulos wrote:
>>
>>> the print method for glm object already shows you the null and
>>> residual deviance with the associated df; look also at the "Value"
>>> section of ?glm.
>>
>> Note though that deviances are not (log) likelihood ratios, but
>> differences in deviances are twice log LRT (pace a previous answer).
>
> Ah, that's what I wanted. I was confused because the book I'm
> working out of (Agresti's _An Introduction to Categorical Data
> Analysis_) never refers to the components of the log LRT as deviances.
>
>> anova() is a good way to get suitable tests out of model fits:
>> in this case
>>
>> anova(glm(y ~ x1, family=binomial))
>>
>> shows you the appropriate 2 log LRT
>
> I've been using that for comparing models, but got a little
> confused because it didn't spit out an associated p-value. I tried
You need to tell it you want to do a test, for an appropriate test
statistic ("Chisq" for a logistic regression). (All in good books about
doing statistical modelling with R/S.)
> summary(anova) but that's just ridiculous.
> Does aov compute basically the same test, but using the F
> distribution rather than the chisq?
>
> -- Chris
>
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--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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