Questions tagged [likelihood-ratio]
The likelihood ratio is the ratio of the likelihoods of two models (or a null and alternative parameter value within a single model), which may be used to compare or test the models. If either model is not fully specified then its maximum likelihood over all free parameters is used - this is sometimes called a generalized likelihood ratio.
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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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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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SUR estimated by OLS: restricted model has higher likelihood
I have three versions of a system of linear regression models: M, M0 and M00. I think each ...
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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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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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Distribution of $Z^2 \cdot I(Z > 0)$ where $Z \sim \text{N}(0,1)$
When using the Likelihood Ratio test for testing particular hypotheses and attempting to obtain an size-$\alpha$ test, I run into the expression
$$ \mathbb{P}\left( Z^2 \cdot I(Z > 0) > c \right)...
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Why is it preferable to test the effect of a predictor using a likelihood ratio test?
In their fantastic book Applied Longitudinal Data Analysis: Modeling Change and event Occurrence Singer and Willett advocate a iterative model comparison technique for testing the effect of predictors:...
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How to report results from the likelihood ratio test of two lme models?
I am trying to find an appropriate way to report the results of the likelihood ratio test in a paper. I wrote:
The likelihood ratio tests reported a significant main effect of FE (χ²(1)=6.06, p < 0....
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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 ...
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Constructing a one-sided hypothesis test for joint probabilties of negative binomial distributions
I am conducting research on Codling moth population/trap capture models. The end goal is to have a hypothesis testing model that will provide whether or not (at some significance level $\alpha$) the ...
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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:
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Equivalent to likelihood ratio test for null and fitted generalized linear model (Gamma) in R?
I have a dataset of ellipses and I am trying to perform regressions with different categorical variables to see what influences different ellipse parameters the most. As was suggested in the answer to ...
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Can I use the ratio of two p-values under two hypotheses as a likelihood ratio?
I am designing a simple study where I ask participants a problem. Then I code the answers as either correct or incorrect. I have a prediction from the literature that the percentage of correct answers ...
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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 ~ ...
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Karlin-Rubin theorem: relationship between test statistic having the MLR property vs being sufficient
Let's suppose we are trying to compare two hypotheses for a single parameter $\theta$. The null hypothesis $H_0$ is that $\theta = \theta_0$, and the alternative is that $\theta ≥ \theta_0$.
The ...
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