All Questions
Tagged with likelihood-ratio wald-test
25
questions
4
votes
1
answer
58
views
Likelihood-ratio and score tests of a (non)linear combination of coefficients
The likelihood-ratio and score test are typically used for simple scalar hypotheses such as $\beta_1 = 0$ or $\beta_1 = \beta_2 = 0$. How can we test a linear combination of coefficients using the ...
- 1,824
7
votes
2
answers
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 ...
- 68.6k
1
vote
1
answer
297
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How to interpret DESeq results with LRT vs. with Wald's test
I am new to the field of RNA-Seq and wanted to ask for advice concerning the proper use of the two DESeq() test options (LRT vs. Wald test).
Briefly, my ...
4
votes
1
answer
88
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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 ...
- 51
1
vote
0
answers
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 ...
- 51
1
vote
0
answers
50
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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
1
vote
0
answers
444
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the Wald, Likelihood Ratio (LR) the Lagrange Multiplier (LM) test statistics Are monotonic function of F statistics
Consider a classic linear regression model.
I want to show that the Wald, Likelihood Ratio (LR) the Lagrange Multiplier (LM) test statistics for the null hypothesis $H_0: R\beta =r$ for a constant ...
- 1,140
3
votes
0
answers
92
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Regarding the type 2 or 3 ANOVA, does the analysis via model reduction correspond to LRT and via contrasts - to Wald approach?
I noticed, that in R we can obtain type 2 and type 3 ANOVA in many ways in unbalanced designs:
For example, for type-2
car::Anova(...type=2),
by running anova() over a sequence of models with swapped ...
- 91
2
votes
0
answers
291
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What measure to use to compare stratified and non stratified Cox proportional hazards in R
I am doing past papers studying for an exam on medical statistics and am unsure about one of the questions. The question reads as follows:
"Consider now a second model where we stratify by sex ...
15
votes
3
answers
4k
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Why use the Wald test in logistic regression?
Some statistical software use the Wald statistic when reporting on the regression coefficients. As examples, R and Stata report Wald by default.
The logistic regression article on Wikipedia says, ...
- 679
6
votes
1
answer
688
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Asymptotic equivalence of Likelihood Ratio Statistic and Wald Statistic?
When we say the likelihood ratio statistic and the Wald statistic of a set of binomial distributions are asymptotically equivalent, do we mean that the sampling distributions of the two statistics ...
- 249
1
vote
0
answers
215
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How do I check the assumptions of the Wald test for binomial GLM?
At my statistics course we used LRT to get the p-value of the covariates from a binomial GLM. There was something mentioned about the Wald test assumptions not being met, which results in biased p-...
- 113
0
votes
1
answer
286
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Meta-analyzing Likehood ratio or wald test outputs
Hope your day is going well! I've been reading a lot on the Wald test and likelihood ratio test recently because it is the output of my RNA sequencing data. I was interested in meta-analysis of ...
4
votes
1
answer
3k
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Likelihood ratio, Wald, and Score are equivalent?
In Foundations of Linear and Generalized Linear Models, Agresti makes a comment on page 131 about likelihood ratio, Wald, and Score testing of regression parameters.
For the best-known GLM, the ...
- 65k
5
votes
2
answers
263
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Is it possible to generate power curves for score-tests, wald-test, LR test?
A power curve is something in the example
Do score-tests, wald-test, LR test have power curves?
What do they look like?
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