Is this a linear model?
Which of your terms are factors?
Is intecept vs intercept a typo?
The models might be nested, depending on the answers. A LRT statistic is
only even defined for a nested pair of models.
As to your title, the best way I know is to test predictions of the
models on a test set. This is not an S question, and I don't know where
to begin without knowing your background. I suggest you seek local expert
statistical advice.
On Wed, 24 Mar 2004, Pravin wrote:
> > Could you please suggest references or relevant links for model selection
> > metric(s) that can be used while dealing with non-nested models:-
> >
> > For simplicity, I have two competing models:
> > Model A- Y~intecept+ (alpha+beta*covariate)*time
> > Model B- Y~intercept+beta*covariate+alpha*time
> > In a nutshell, I am testing if covariate is affecting the slope or the
> > intercept. As I understand this, the likelihood ratio statistic will not
> > be asymptotically distributed as a chi-square random variable. So it is
> > not a straightforward comparison using likelihood ratio. Please share some
> > of your experiences and different approaches.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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