All Questions
Tagged with likelihood-ratio nested-models
27
questions
7
votes
2
answers
105
views
LR statistics add up for nested models. What about the Wald test?
Consider models M0, M1, M2.
Let M0 $\subset$ M1 $\subset$ M2, i.e. let the models nest each other.
I test the following pairs of models using the likelihood-ratio (LR) test: M0 vs. M2, M0 vs. M1, M1 ...
- 68.6k
2
votes
2
answers
45
views
How to compare 2 multiply imputed nested Cox proportional hazards models?
I've got 2 nested Cox models, which I fit to 10 imputed datasets. Pooling the regression coefficient estimates and associated p-values I've done already.
I'm trying to work out if adding one extra ...
- 51
5
votes
1
answer
110
views
Does performing Likelihood Ratio Test to compare two nested LASSO models make statistical sense?
From what I've studied, the LRT is used to compare two nested models, i.e. 2 models having different sets of nested features, in my case e.g.
Model1: binary_outcome ~ X1 + X2
Model2: binary_outcome ~ ...
- 53
1
vote
1
answer
118
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Does there always exist for n small, a non-chi-squared test-statistic for the likelihood-ratio (neyman-pearson, karlin-rubin), score, and wald-tests?
An additional reason that the chi-squared distribution is widely used is that it turns up as the large sample distribution of generalized likelihood ratio tests (LRT).[6] LRTs have several desirable ...
user318514
1
vote
1
answer
890
views
Comparison between Nested and Non-nested Model: BIC and LRT
I would like to select the best model for predicting breast cancer risk, specifically, it is the comparisons between weight/BMI/height, as other covariates remain the same in all the models. But I got ...
- 143
2
votes
0
answers
175
views
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 ...
0
votes
1
answer
788
views
What defines “nested model” for the likelihood ratio test?
I have a question about what defines “nested models” that can be compared using the likelihood ratio test (LRT). For example, given the 3 linear models…
M1: Y = Intercept + B1 * X1 + B2 * X2
M2: Y = ...
- 71
6
votes
0
answers
332
views
What are some of the robustness checks for the likelihood ratio test?
In the application of statistical methods in social science, one usually does a lot of robustness checks. If I got some publishable findings using LRT test by discrimination two theoretical models, ...
- 823
1
vote
2
answers
279
views
What is a "symbolically nested" model?
survey::anova.svyglm is a method of anova() that does model comparison for survey data. The details section of the documentation ...
- 1,116
4
votes
1
answer
1k
views
rules determining nesting in generalized additive models
I understand the concept of nesting when all of the free parameters are clearly identified in linear or generalized linear models (one model is nested within another if its free parameters are a ...
- 131
0
votes
0
answers
226
views
Summary Output for Nested Random Effect in Fixed Effect
I am trying to build a mixed model with random effect nested in fixed effect.
Below is an example dataset.
...
- 101
1
vote
0
answers
219
views
Why always AIC and BIC are used in mixture model than Vuong test
I am working with mixture models. I fitted more than one model to the data and then try to select the most appropriate model using different selection criteria, for example, AIC. My supervisors asked ...
- 1,680
4
votes
1
answer
742
views
Testing nested models with clustered errors
I have a simple linear model. $$Y_i = \beta_1X _{1i}+ \beta_2X_{2i}+\beta_3X_{3i}+\epsilon_i$$
I'd like to test if some of my model parameters ($\beta_2$ and $\beta_3$) are jointly different from ...
- 215
1
vote
0
answers
286
views
Comparison of nested regression models vs predictor's significance within model
I am building regression models to evaluate the effect of several characteristics of genetic variants (my predictors) on a handful of phenotypic parameters (continuous and binary - hence I am building ...
- 105
1
vote
0
answers
71
views
How to adjust for the number of nested model tests?
How should I adjust for the number of tests I do when using the likelihood ratio difference test in a model estimated using maximum likelihood (or some flavor of), where the null hypothesis of the ...
- 958