All Questions
Tagged with likelihood-ratio model-comparison
19
questions
0
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27
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Comparing Models with Unequal Sample Sizes
I have performed an association analysis where I have associatiated several different perdictor variables to a dependent variable. For each predictor, I run two models and compare them via the ...
- 75
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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(\...
3
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1
answer
160
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Why does the Type-3 ANOVA using LRT via car::Anova() give different result than term-by-term LRT model comparison via anova() in R?
With this very simple data:
...
- 33
3
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2
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283
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Normal or lognormal? After comparing the fit of those two models by calculating a likelihood ratio (LR), how to pool LRs from several data sets?
Using the method of section 6.7.2 of Burnham and Anderson, Model selection and multimodel inference: a practical information-theoretic approach, 2nd edition, one can compute the likelihood ratio ...
- 20.9k
1
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1
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545
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Using AIC vs Likelihood Ratio test for comparing Lognormal and Powerlaw distributions
I am interested in comparing whether a lognormal or a power law are a better fit for a given set of data. Both distributions have been fit using MLE, with $x_{min}$ determined using KS-minimization a ...
- 31
3
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2
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808
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Which statistical test to compare same model with different parameters?
I have two datasets on people buying apples based on weight and price. One dataset in 2019 the other in 2020.
I estimate a logit model with Utility = betaWeight * weight + betaPrice * price.
Training ...
- 31
1
vote
1
answer
214
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Comparing model efficiency
I hope you all don't mind me asking this question.
I have two models :
general linear mixed effects model
...
- 487
1
vote
1
answer
95
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Likelihood ratio not significant but bootsrapping is (and is not)
I modelled eight lmer models via the lme4 package.
First, I compared the models via a likelihood ratio test yielding this:
...
- 415
1
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59
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Why do the car::Anova(test="LRT", type=3) and anova(test="LRT") slightly differ in the output (details inside) [duplicate]
Let's say we have this data:
...
- 163
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40
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Likelihood ratio to quantify the similarity between one sample with two other matched samples
I conducted a study with 3 conditions and N subjects. All subjects
performed all conditions once. I would like to know if the first condition
is similar to the second or third condition.
Formally, ...
- 63
5
votes
1
answer
875
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Reporting betareg outcome - how to compare non-nested models?
I am looking for advice how to gain and report results using beta regression for an ANCOVA-like model.
My model is as follows:
...
- 51
2
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1
answer
153
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Is it possible to have a lower AIC value for the smaller of two nested models?
I am testing the parallel lines assumption of an ordered probit model by running a likelihood-ratio test against a model where the coefficients can vary for each step of the ordinal response variable.
...
- 21
3
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1
answer
196
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Likelihood ratio test for non-integer degrees of freedom?
I want to compare two (non-linear) models, defined by two parameters $\beta_1$ and $\beta_2$. The first (null) model is nested inside the second (alternative) model. Specifically, in the null model, ...
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1
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0
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36
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Coefficients of model and liklihood ratio test
I ran a regression on some data I collected. The data has one independent variable and looks as if a quadratic function would fit it well.
I fit both a quadratic and a quartic model to the data and ...
- 38k
4
votes
1
answer
2k
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How to compare two models of binomial distributions?
Assume we have two series of indepedent success-failure observations, e.g. coin tosses
$$
\boldsymbol x_1 \in \{H,T\}^{n_1} \\
\boldsymbol x_2 \in \{H,T\}^{n_2}
$$
Also, let $k_i$ be the number of ...
- 143