All Questions
Tagged with likelihood-ratio regression
50
questions
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41
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Comparison of two test metrics
I'm trying to compare two test metrics (Metric A and Metric B) to determine which one better predicts a delta value, which represents a Euclidean difference. I am unsure how to determining which ...
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7
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2
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105
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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 ...
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0
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14
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How to translate the set of contrasts over model coefficients into definitions of two nested models for Likelihood Ratio testing?
With the data as below:
Categorical predictor: "Group" with 2 levels: Group 1 and Group 2
Categorical predictor: "Treatment" with 3 levels: A, B, C
Categorical binary response: &...
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1
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34
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How to test specific contrasts about levels of categorical variables through nested models? [closed]
This is not about obtaining any dataset. I HAVE the dataset.
This is not about debugging code, this is about EXPLAINING the way to obtain statistical relationship between the nested models (LRT ANOVA) ...
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1
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44
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How do I quantify the effect of a factor with many levels?
I want to look at the effect of brood ID on fledging success (a binary variable) in a sample of wild birds. Brood ID has ~150 levels.
I have performed a likelihood ratio test comparing two logistic ...
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3
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2
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122
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Replicate t or F test from regression using regression likelihoods
I've heard that the t-test and F-test we use to get the significance of our regression results are derived from the likelihood ratio test, but I'm having trouble replicating the p-value of the t/F ...
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4
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1
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89
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Does the "log-likelihood" measure cover all details about model fit, like covariance structure, adjustments, robust variance estimator, etc?
Just a general statistical question: when any statistical software returns log-likelihood of some model, does it account for all details in it?
For example, when we employ generalized least square ...
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133
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Can be any example of testing contrasts using Wald's approach reproduced with Likelihood Ratio testing?
For illustration I will use R, but the question is general statistical question, totally not R related.
Assume I have a numerical variable and categorical variable with 3 levels, like A, B and C, for ...
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4
votes
1
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310
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Understanding residuals vs. fitted plot for a linear mixed model
I am modeling body mass (y var) according to indices of dysregulation for different physiologic systems (x vars). I did a likelihood ratio test, which supported using a linear mixed model, with a ...
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28
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When using a likelihood ratio test to test for significance of a main effect, should I use the most maximal or minimal model as a base model?
Lets suppose I have a set of n covariates, and I want to test for the significance of the main effect of covariate i. I want to do this using a likelihood ratio test; fitting a model with covariate i ...
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1
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95
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p-value ratio for Likelihood Ratio Test with multicollinear data
I have two datasets where my independent variables (of which I have 6) are highly correlated. In one dataset I know for certain that the dependent variable should only depend on 1 independent variable ...
- 101
2
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21
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Is it better to select variables before regression or performing regression and then performing tests to select the variables?
I'm working on a regression model that predicts age of clients. The problem is that there aren't many variables to work with. So my question, is it better to study correlations and contingency tables ...
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42
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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
...
- 311
3
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1k
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Is the F test in ANOVA a likelihood ratio or Wald's one?
I'm trying to figure out, if the F test in ANOVA is the Wald's test or LRT?
I learned, that the LRT compare nested models and "assess" the reduction in residual variance. This would justify ...
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0
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1
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313
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What would be a likelihood ratio test based on nested multinomial logistic regression models for one-sample testing of categorical distributions?
(Let’s assume a multinomial distribution with a size of just one, so a categorical distribution: either dog, cat, or alligator.)
I have done multinomial two-sample tests a few times lately, and I’ve ...
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