From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>

Date: Sat, 01 Mar 2008 22:15:26 -0600

Date: Sat, 01 Mar 2008 22:15:26 -0600

johnson4_at_babel.ling.upenn.edu wrote:

> I am running lrm() with a single factor. I then run anova() on the fitted

*> model to obtain a p-value associated with having that factor in the model.
**>
**> I am noticing that the "Model L.R." in the lrm results is almost the same
**> as the "Chi-Square" in the anova results, but not quite; the latter value
**> is always slightly smaller.
**>
**> anova() calculates the p-value based on "Chi-Square", but I have
**> independent evidence that "Model L.R." is the actual -2*log(LR), so should
**> I be using that?
**>
**> Why are the values different?
*

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.

*>
*

> prob_a <- inv.logit(rnorm(1,0,1))

*> prob_b <- inv.logit(rnorm(1,0,1))
**> data <- data.frame(
**> factor=c(rep("a",500),rep("b",500)),
**> outcome=c(sample(c(1,0),100,replace=T,prob=c(prob_a,1-prob_a)),
**> sample(c(1,0),100,replace=T,prob=c(prob_b,1-prob_b))))
**> fit <- lrm(outcome~factor,data)
**>
**> fit # gives "Model L.R." e.g. 8.23, 11.76, 6.89...
**> anova(fit) # gives "Chi-Square" e.g. 8.19, 11.69, 6.85...
**>
**> Previous Next | Save | Delete | Reply |
**>
**> ______________________________________________
**> R-help_at_r-project.org mailing list
**> 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.
**>
*

-- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help_at_r-project.org mailing list 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.Received on Sun 02 Mar 2008 - 04:17:54 GMT

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.2.0, at Sun 02 Mar 2008 - 09:30:17 GMT.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*