All Questions
Tagged with likelihood-ratio chi-squared-test
37
questions
3
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1
answer
55
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is the likelihood ratio test "best" for finite samples?
Wikipedia says
The Neyman–Pearson lemma states that this likelihood-ratio (lr) test is the most powerful among all level α alpha tests for this case.
Is this only true for infinite sample sizes? Is ...
- 385
0
votes
0
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39
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Likelihood ratios not distributed as a chi2 distribution with the correct dof (Wilks' theorem)
I perform Bayesian inference on a mixture model such that $\mu$ is the mixture weight for a feature in the mixture
$p(x | \mu, \theta) = \mu p_{f}(x|\theta) + (1-\mu)p_{nf}(x|\theta)$
I have prior $p(\...
0
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0
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24
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Lower threshold for Sequential Probability Ratio Test on Contingency Table testing
For testing whether a die is fair, we have the log likelihood ratio:
$$
\Lambda = \frac{1}{2} \sum_{i} \mathrm{observed}_i \log\left(\frac{\mathrm{observed}_i}{\mathrm{expected}_i}\right).
$$
Suppose ...
- 14.9k
1
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0
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13
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Am I using the correct test statistic for a binomial glm using the type III Anova function in the package car?
I am trying to look at how the likelihood of event Y is influenced by two factors A (5 levels) and B (2 levels) and my model is as follows:
...
- 441
5
votes
2
answers
166
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Why do I get a negative chi-squared value in my type III ANOVA output for my binomial GLM?
I am trying to look at how the likelihood of event X occurring is affected by three factors A (5 levels), B (2 levels) and C (3 levels). To do this I have run a binomial glm followed by a type 3 ANOVA ...
- 441
4
votes
1
answer
100
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What are the degrees of freedom to consider for a G-test when some cells have expected values of 0?
Let's say I conduct a survey where people can mention their favorite
color among four options (red, green, blue, yellow).
After collecting the data, I create a contingency table crossing
gender with ...
- 57
1
vote
1
answer
41
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Why doesn't the G-test's Chi-squared "threshold" scale with sample size?
In the popular likelihood ratio test of goodness-of-fit (also known as the G-test: see, e.g., here), the test statistic is calculated as
$$G(\mathbf{O},\mathbf{E})=2\sum_{i=1}^{M}O_{i}\log\frac{O_{i}}{...
- 565
0
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0
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146
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Proof Maximum likelihood ratio test to be a $\chi^2$ distribution
I have been struggling with this demonstration and I can not finish it, I want to demonstrate that for Gaussian samples (of $\sigma$ and $\mu$) the maximum likelihood ratio test holds for a $\chi^2$ ...
- 123
0
votes
1
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118
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Testing independence and setting constraint matrices in a multinomial logit model in R
I have a data set the looks like this (called rand_df as this is a random subset from the much larger dataframe):
...
- 115
1
vote
1
answer
47
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Choose statistical test method: comparing the frequency of a disease (only interested the disease post-procedure) in 2 groups of patients
I am working on 2 groups of patients, group A and group B. The patients in both groups have received a same procedure. We have observed the patients before and after the procedure.
Suppose there is a ...
- 11
1
vote
1
answer
888
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Adding covariates in chi-squared test or proportions test?
I am having trouble figuring out what analysis is appropriate for my research question. I've been googling for the past few days but couldn't find the answer. I would greatly appreciate it if anyone ...
user334920
1
vote
1
answer
2k
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Significant coefficients but non-significant likelihood ratio test [closed]
Following a comment on this thread, I have a question about interpreting a logistic regression model with significant coefficients, but non significant likelihood ratio test.
I have a super simple ...
- 111
2
votes
0
answers
175
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Generalized Likelihood Ratio Test with null hypothesis defined by union of sets
Suppose you have a model with likelihood $ \mathcal L(\theta;\boldsymbol X) $, where $\theta \in \Theta$ are parameters and $\boldsymbol X = (X_1, \ldots, X_n ) $ denotes i.i.d. data.
Likelihood ratio ...
4
votes
1
answer
226
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Is there a G-test equivalent for continuous variables?
The G-test is similar to the chi-square test for goodness of fit. It is proportional to the kl-divergence.
I am wondering if there is a similar test that is applicable to continuous variables. Since ...
- 21.8k
2
votes
1
answer
1k
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How to interpret significant likelihood ratio and insignificant Chi-square tests?
To analyze frequencies in a 2x2 table, I ran a statistical test procedure using SPSS. It returned a p less than .05 for the likelihood Ratio but greater than .05 for Chi-Square and Fisher Exact Test (...
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