All Questions
Tagged with likelihood-ratio statistical-significance
31
questions
4
votes
2
answers
102
views
How do I work out the significance of main effects in negative binomial models with more than two factors?
I am trying to look at how the number of events X is affected by the three factors A (4 levels), B (2 levels) and C (2 levels) using a negative binomial model as follows:
...
- 441
6
votes
1
answer
207
views
Permutation test for exponential null hypothesis: really bad?
Having found nice formulas for testing the null hypothesis under exponentially-distributed samples, I wanted to see how well permutation tests could do the job. And the answer, assuming no mistakes, ...
- 1,162
3
votes
1
answer
352
views
How to use the likelihood ratio test (LRT) to test whether a three-way interaction is significant?
Our hypothesis is that there is a 3-way interaction between A, B, and C.
I have defined a model as follows:
Y=A+B+C+AB+AC+BC+ABC+error
I aim to use the likelihood ratio test (LRT) to determine if the ...
- 347
1
vote
0
answers
50
views
How to compare 2 estimates from a model fitted by MLE when the covariance of the estimate can't be always estimated?
I have one model, that I fit using MLE. In order to feel what could be a good initial guess for the fitting process, I try different arbitrary smartly chosen initial guess (not random) and report the ...
- 240
2
votes
0
answers
21
views
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 ...
- 241
1
vote
1
answer
166
views
What is the point of a likelihood ratio test?
Suppose you have:
$n$ data points, i.i.d. $X_i \forall i \in 1,2,3,...n$
$H_0: X_i \sim \mathcal{N}(0,1)$
$H_1: X_i \sim \mathcal{N}(0,4)$
You know the distribution of $X_i$ under both $H_o$ and $...
- 2,603
2
votes
1
answer
235
views
Why use an ANOVA/LRT to test for significance of a factor?
I've been asked to use a likelihood ratio test to test for the significance of a main effect in a linear model. I have done so as follows:
anova(model1, model2)
...
- 121
0
votes
0
answers
137
views
How can I determine the Simple Likelihood Ratio Test in the case of a Uniform(0,$\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:
...
- 11
4
votes
1
answer
316
views
Likelihood ratio test for random intercept (MATLAB)
I need to program a likelihood ratio test for testing the significance of a random effect in a linear mixed model in MATLAB. But I am having some trouble finding out how to correctly specify the null ...
- 125
0
votes
0
answers
31
views
Interprete AIC as significance test and determine significance level for nested models
Let's say we have two nested models.
The smaller one (corresponds to $H_0$) has $p_0$ parameters, so its AIC is given by $$AIC_0=-2\log L_0+2p_0$$
The larger model has $p_1:=p_0+d$ parameters of which ...
- 101
0
votes
0
answers
711
views
Which to Use: Likelihood Ratio Test or Uniformly Most Powerful Test?
I've recently been learning about MPTs (most powerful tests), UMPTs (uniformly most powerful tests) and LRTs (likelihood ratio tests), and do not totally understand in which context the different ...
- 55
3
votes
2
answers
1k
views
Finding region of rejection with likelihood ratio test
Let $X_1,\ldots,X_n$ be i.i.d. from a Gamma distribution with p.d.f. $f(x;\theta) = \theta^{-2} x e^{-x/\theta}$ for $x>0$ where $\theta$ is an unknown parameter.
I would like to test the ...
user298588
2
votes
1
answer
1k
views
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 (...
- 3,377
8
votes
1
answer
2k
views
Understanding how to find more "extreme" values when calculating p values in two sided hypothesis tests
In hypothesis testing, the definition of p value is the probability of obtaining test results at least as extreme as the results actually observed, under the assumption that the null hypothesis is ...
user279822
1
vote
0
answers
96
views
LRT and Manually Finding Significance when Wilks Theorem isn't Valid
Hello and thank you for taking the time.
I'm performing an LRT for a likelihood distribution which violates the regularity conditions for Wilks theorem and wald intervals. I'm running a monte-carlo ...
- 11