All Questions
Tagged with likelihood-ratio likelihood
66
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Monte Carlo method for likelihoods ratio density estimation
I recently started reading Stephen Kay's Fundamentals of Statistical Signal Processing - Detection Theory (Volume II) and there is something I do not fully understand about likelihoods and hypothesis ...
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Likelihood ratio as minimal sufficient statistics in infinite parameter space
I just read a question from here (Likelihood ratio minimal sufficient) and have some thoughts. Let me restate the question first:
Consider a family of density functions $f(x|\theta)$ where the ...
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Likelihood ratio test vs p value for Poisson regression
I have a Poisson regression model, from its summary table, I could see the p-value for a certain variable, e.g. gender. Since the p-value is testing the hypothesis whether the coefficient of gender ...
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Likelihood ratio test for model specification with boundary Null
I am interested in understanding the asymptotic distribution of Likelihood ratio (LR) test statistic for model specification. I am focusing on the case in which the null hypothesis is of the form (i.e....
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Test for seasonality with LR-test?
I have an economic time series in monthly frequency. I want to test for seasonality using LR-Test. So the idea is to:
Regress the time series y on a model with a time trend and 12 seasonal dummy
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Is the exact value of any likelihood meaningless?
While reading about likelihood, I have heard that "the exact value of any likelihood is meaningless" why?
So, because of that we may use the likelihood ratio.
So, my question is, why the ...
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How can I determine the Simple Likelihood Ratio Test in the case of a Uniform(0,$\theta$) random variable?
Suppose we are given independent random variables $X_{1},\dots,X_{n} \sim \mathrm{Uniform}(0,\theta)$. I'm having some trouble trying to find the most powerful test of size $\alpha$ of the hypothesis:
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Likelihood Ratio Test without Chi-square test
Likelihood ratio test (LRT) usually uses a chi-square test to compare two different models.
Are there any variants of LRT that does not use chi-square test?
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How can I interpret the substantive size of a log likelihood or increase in log likelihood
If I run a linear regression and get an R-squared, it has a substantive interpretation: this is how much of the variance in the sample the model explained. If I add a term and see an increase in R-...
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Converting Log-Likelihood to Chi-square
I'm using two different algorithms to get a periodogram. One outputs log-likelihood and the other outputs chi-squared test statistic, but I would like a way to convert from log-likelihood to $\chi^2$ ...
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810
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Likelihood ratio test multiplying by 2
Regarding the likelihood ratio test. I can't seem to find an answer to why we multiply the log likelihood ratio's with 2. On wikipedia it says we multiply by 2, in order to mathematically, say they ...
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765
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Degrees of freedom for asymptotic likelihood ratio test?
When testing:
$H_{0}: p_{1}=p_{2}=p_{3}$ vs. $H_{1}$: at least one is different
With the asymptotic likelihood ratio test, by Wilk's theorem, how many degrees of freedom would the Chi-square ...
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285
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How to do liklihood ratio test comparing two models using pchisq [duplicate]
This questino doesn't answer my question since it is asking about lrtest and pchisq comparison
I am simply asking that how to do likliehood test for 2 models using ...
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587
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Likelihood ratio test for mixed effects model
I'm currently struggling with how to assess the type I error of a permutation test for significance of variance term in R. The idea that I want to follow is outlined below:
Suppose we simulate data ...
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When is it appropriate to use a likelihood evaluation rather than least squares fitting?
I realise this might be a very open ended question, and there probably isn't a straight forward answer, but here goes:
I have been learning more about Likelihood evaluation (LLE, MLE,LRE) techniques. ...
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