I have 2 linear models I have run in R
model_1_regression <- lm(model_1$ff4f_actual_excess_return_month1 ~ model_1$Rm.Rf +
model_1$SMB +
model_1$HML +
model_1$MOM,
na.action=na.exclude)
and
model_1_mom_1_regression <- lm(model_1_mom_1$ff4f_actual_excess_return_month1 ~ model_1_mom_1$Rm.Rf +
model_1_mom_1$SMB +
model_1_mom_1$HML +
model_1_mom_1$MOM +
model_1_mom_1$mom_to_add,
na.action=na.omit)
and I would like to run a likelihood ratio test to see if the additional factor added is significant. How can I do this, and how can I interpret the results shown?
Many thanks
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