# Likelihood ratio test

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## Likelihood ratio test

 Hello there, I want to perform a likelihood ratio test to check if a single exponential or a sum of 2 exponentials provides the best fit to my data. I am new to R programming and I am not sure if there is a direct function for doing this and whats the best way to go about it? #data x <- c(1 ,10,  20,  30,  40,  50,  60,  70,  80,  90, 100) y <- c(0.033823,  0.014779,  0.004698,  0.001584, -0.002017, -0.003436, -0.000006, -0.004626, -0.004626, -0.004626, -0.004626) data <- data.frame(x,y) Specifically, I would like to test if the model1 or model2 provides the best fit to the data- model 1: y = a*exp(-m*x) + c model 2: y = a*exp(-(m1+m2)*x) + c Likelihood ratio test = L(data| model1)/ L(data | model2) Any help would be most appreciated. Thanks in advance. Diviya         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Likelihood ratio test

 Hi Diviya, Take a look at the lrtest function in the lmtest package: install.packages('lmtest) require(lmtest) ?lrtest HTH, Jorge On Sun, Jun 12, 2011 at 1:16 PM, Diviya Smith <> wrote: > Hello there, > > I want to perform a likelihood ratio test to check if a single exponential > or a sum of 2 exponentials provides the best fit to my data. I am new to R > programming and I am not sure if there is a direct function for doing this > and whats the best way to go about it? > > #data > x <- c(1 ,10,  20,  30,  40,  50,  60,  70,  80,  90, 100) > y <- c(0.033823,  0.014779,  0.004698,  0.001584, -0.002017, -0.003436, > -0.000006, -0.004626, -0.004626, -0.004626, -0.004626) > > data <- data.frame(x,y) > > Specifically, I would like to test if the model1 or model2 provides the > best > fit to the data- > model 1: y = a*exp(-m*x) + c > model 2: y = a*exp(-(m1+m2)*x) + c > > Likelihood ratio test = L(data| model1)/ L(data | model2) > > Any help would be most appreciated. Thanks in advance. > > Diviya > >        [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code. >         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.