| maxLR | R Documentation |
The maximum likelihood ratio test is a classical goodness-of-fit test for linear models. Mathematically speaking, the average residual sum of squares for an ordinary least squares (OLS) is approximated as a chi-square distribution to generate a p-value.
maxLR(X, Y)
X |
covariate matrix |
Y |
response vector |
The test is valid when the number of samples is larger than the number of covariates.
p-value of the test
Other LR test:
anovaLR()
n <- 50 p <- 20 X <- matrix(rnorm(n*p), nrow = n, ncol = p) Y <- rnorm(n) stat.likelihood <- maxLR(X, Y)