Likelihood ratio test in SEER
I have added the likelihood ratio test (LRT) for logistic regression into seer, in addition to the existing Wald test as noted in issue 42. As this is likely to remain undocumented elsewhere, here are some brief notes:
- Both the p-value from the Wald test, and the p-value from the new LRT are in the output.
- The LRT is expected to be a more powerful test in some situations. I would recommend its use over the Wald test.
- Testing has shown some clear cases (e.g. when population structure is not a major effect) where the Wald test performs poorly, and the LRT recovers the power of a chi-squared test.
- I have also put in a LRT for linear regression, but based on an estimate of the residual errors (which therefore gives slightly different results to R at small sample sizes). I don’t expect it to make much, if any, difference in this case.
There’s a nice article on the Wald, LRT and score tests here.
I’ll package this update in a future release, but if you want it now you can checkout the master branch and compile it yourself.