Compare two nested models using D1-statistic

The D1-statistics is the multivariate Wald test.

Usage

D1(fit1, fit0 = NULL, dfcom = NULL, df.com = NULL)

Arguments

fit1

An object of class mira, produced by with().

fit0

An object of class mira, produced by with(). The model in fit0 is a nested within fit1. The default null model fit0 = NULL compares fit1 to the intercept-only model.

dfcom

A single number denoting the complete-data degrees of freedom of model fit1. If not specified, it is set equal to df.residual of model fit1. If that cannot be done, the procedure assumes (perhaps incorrectly) a large sample.

df.com

Deprecated

Note

Warning: `D1()` assumes that the order of the variables is the same in different models. See https://github.com/amices/mice/issues/420 for details.

References

Li, K. H., T. E. Raghunathan, and D. B. Rubin. 1991. Large-Sample Significance Levels from Multiply Imputed Data Using Moment-Based Statistics and an F Reference Distribution. Journal of the American Statistical Association, 86(416): 1065–73.

https://stefvanbuuren.name/fimd/sec-multiparameter.html#sec:wald

See also

testModels

Examples

# Compare two linear models:
imp <- mice(nhanes2, seed = 51009, print = FALSE)
mi1 <- with(data = imp, expr = lm(bmi ~ age + hyp + chl))
mi0 <- with(data = imp, expr = lm(bmi ~ age + hyp))
D1(mi1, mi0)
#>    test statistic df1 df2 dfcom    p.value      riv
#>  1 ~~ 2   5.28351   1   4    20 0.08306791 0.671799
if (FALSE) {
# Compare two logistic regression models
imp <- mice(boys, maxit = 2, print = FALSE)
fit1 <- with(imp, glm(gen > levels(gen)[1] ~ hgt + hc + reg, family = binomial))
fit0 <- with(imp, glm(gen > levels(gen)[1] ~ hgt + hc, family = binomial))
D1(fit1, fit0)
}