library("glm")
;
x = read("lizard")
x = paf(x,(x[,6]!=0))
y = x[,5]
m = x[,6]
x = matrix(rows(x))~x[,1:3]~(x[,4]==1)~(x[,4]==2)
;
opt=glmopt("wx",m)
g=glmest("bilo",x,y,opt) ; full model
;
tvalue=g.b/sqrt(xdiag(g.bv))
pvalue=2.*cdfn(-abs(tvalue))
pvalue ; pvalue for coefficients
;
A=2 ~ (-1) ~ 0.*matrix(rows(g.b)-2)'
a=0
W=(A*g.b-a)'*(A*g.bv*A')*(A*g.b-a)
pvalue=1-cdfc(W,1)
pvalue ; pvalue for 2*b[1]=b[2]
;
offset=-x[,6] ; constraint b[6]=-1
opt=glmopt("off",offset,opt)
c=glmest("bilo",x[,1:5],y,opt) ; constrained model
;
lc=c.stat.loglik
lg=g.stat.loglik
pc=rows(c.b)
pg=rows(g.b)
{lr,pvalue}=glmlrtest(lc,pc,lg,pg)
pvalue ; pvalue for constraint model