Brief Summary of Model Fit for glm and loglm Models

For glm objects, the print and summary methods give too much information if all one wants to see is a brief summary of model goodness of fit, and there is no easy way to display a compact comparison of model goodness of fit for a collection of models fit to the same data. All loglm models have equivalent glm forms, but the print and summary methods give quite different results.

LRstats provides a brief summary for one or more models fit to the same dataset for which logLik and nobs methods exist (e.g., glm and loglm models).

Usage

LRstats(object, ...)

# S3 method for class 'glmlist'
LRstats(object, ..., saturated = NULL, sortby = NULL)
# S3 method for class 'loglmlist'
LRstats(object, ..., saturated = NULL, sortby = NULL)
# Default S3 method
LRstats(object, ..., saturated = NULL, sortby = NULL)

Arguments

object: a fitted model object for which there exists a logLik method to extract the corresponding log-likelihood
...: optionally more fitted model objects
saturated: saturated model log likelihood reference value (use 0 if deviance is not available)
sortby: either a numeric or character string specifying the column in the result by which the rows are sorted (in decreasing order)

Details

The function relies on residual degrees of freedom for the LR chisq test being available in the model object. This is true for objects inheriting from lm, glm, loglm, polr and negbin.

Value

A data frame (also of class anova) with columns c("AIC", "BIC", "LR Chisq", "Df", "Pr(>Chisq)"). Row names are taken from the names of the model object(s).

Author

Achim Zeileis

Examples

data(Mental)
indep <- glm(Freq ~ mental+ses,
                family = poisson, data = Mental)
LRstats(indep)
#> Likelihood summary table:
#>          AIC    BIC LR Chisq Df Pr(>Chisq)    
#> indep 209.59 220.19   47.418 15  3.155e-05 ***
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Cscore <- as.numeric(Mental$ses)
Rscore <- as.numeric(Mental$mental)

coleff <- glm(Freq ~ mental + ses + Rscore:ses,
                family = poisson, data = Mental)
roweff <- glm(Freq ~ mental + ses + mental:Cscore,
                family = poisson, data = Mental)
linlin <- glm(Freq ~ mental + ses + Rscore:Cscore,
                family = poisson, data = Mental)
                
# compare models
LRstats(indep, coleff, roweff, linlin)
#> Likelihood summary table:
#>           AIC    BIC LR Chisq Df Pr(>Chisq)    
#> indep  209.59 220.19   47.418 15  3.155e-05 ***
#> coleff 179.00 195.50    6.829 10     0.7415    
#> roweff 174.45 188.59    6.281 12     0.9013    
#> linlin 174.07 185.85    9.895 14     0.7698    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1