Wrapper around modeling function to make them behave enough alike that Wald tests and Likelihood ratio are easy to do.
To implement a new type of zero-inflated model, extend this class.
Depending on how different the method is, you will definitely need to override the fit method, and possibly the model.matrix, model.matrix<-, update, coef, vcov, and logLik methods.
# S4 method for LMlike summary(object) # S4 method for LMlike update(object, formula., design, ...) # S4 method for LMlike,CoefficientHypothesis waldTest(object, hypothesis) # S4 method for LMlike,matrix waldTest(object, hypothesis) # S4 method for LMlike,character lrTest(object, hypothesis) # S4 method for LMlike,CoefficientHypothesis lrTest(object, hypothesis) # S4 method for LMlike,Hypothesis lrTest(object, hypothesis) # S4 method for LMlike,matrix lrTest(object, hypothesis) # S4 method for GLMlike logLik(object)
LMlikeformuladata.framemodel.matrixCoefficientHypothesis, Hypothesis or contrast matrix.see section "Methods (by generic)"
summary: Print a summary of the coefficients in each component.
update: update the formula or design from which the model.matrix is constructed
waldTest: Wald test dropping single term specified by CoefficientHypothesis hypothesis
waldTest: Wald test of contrast specified by contrast matrix hypothesis
lrTest: Likelihood ratio test dropping entire term specified by character hypothesis naming a term in the symbolic formula.
lrTest: Likelihood ratio test dropping single term specified by CoefficientHypothesis hypothesis
lrTest: Likelihood ratio test dropping single term specified by Hypothesis hypothesis
lrTest: Likelihood ratio test dropping single term specified by contrast matrix hypothesis
logLik: return the log-likelihood of a fitted model
logical with components "C" and "D", TRUE if the respective component has convergedformula for the regressionlists giving arguments that will be passed to the fitter (such as convergence criteria or case weights)coef
lrTest
waldTest
vcov
logLik