Likelihood-ratio tests of the parallel-regression assumption

For every outcome-equation term currently held parallel, fits the model with that term's effect made category-specific and reports the likelihood-ratio test of the parallel restriction (the likelihood-based counterpart of the Brant test), together with the omnibus test that relaxes every term at once. Works for all four models; in inflated models the inflation equation is unchanged.

Usage

parallel_test(object)

Arguments

object

An "iord" object.

Value

A data frame of class "parallel_test": one row per term plus an all terms row, with LR, df, p.value, and the log-likelihood of the relaxed fit.

See also

lr_test(), the parallel argument of oprobit()

Other model comparison: classification(), compare_models(), inflation_test(), lr_test(), split_test(), vuong()

Examples

set.seed(1)
d <- riop(700, beta = c(0.8, -0.5), tau = c(-0.6, 0.4, 1.3))
parallel_test(ologit(y ~ x1 + x2, d))
#> Likelihood-ratio tests of the parallel-regression assumption (relax one term at a time; last row relaxes all)
#>       term    LR df p.value  logLik
#>         x1 1.132  2   0.568 -761.07
#>         x2 0.508  2   0.776 -761.38
#>  all terms 1.430  4   0.839 -760.92
## automatic relaxation: the steps are stored on the fit
m_auto <- ologit(y ~ x1 + x2, d, parallel = "auto")
m_auto$autofit$relaxed
#> character(0)