Lo-Mendell-Rubin likelihood ratio test

Implements the ad-hoc adjusted likelihood ratio test (LRT) described in Formula 15 of Lo, Mendell, & Rubin (2001), or LMR LRT.

calc_lrt(n, null_ll, null_param, null_classes, alt_ll, alt_param, alt_classes)

Arguments

n

Integer. Sample size

null_ll

Numeric. Log-likelihood of the null model.

null_param

Integer. Number of parameters of the null model.

null_classes

Integer. Number of classes of the null model.

alt_ll

Numeric. Log-likelihood of the alternative model.

alt_param

Integer. Number of parameters of the alternative model.

alt_classes

Integer. Number of classes of the alternative model.

Value

A numeric vector containing the likelihood ratio LR, the ad-hoc corrected LMR, degrees of freedom, and the LMR p-value.

References

Lo Y, Mendell NR, Rubin DB. Testing the number of components in a normal mixture. Biometrika. 2001;88(3):767–778. doi:10.1093/biomet/88.3.767

Examples

calc_lrt(150L, -741.02, 8, 1, -488.91, 13, 2)
#> Lo-Mendell-Rubin ad-hoc adjusted likelihood ratio rest:
#> 
#> LR = 504.220, LMR LR (df = 5) = 472.769, p < 0.001