Likelihood ratio

Maximum Likelihood Estimation and Likelihood-ratio Tests

The method of maximum likelihood (ML), introduced by Fisher (1921), is widely used in human and quantitative genetics and we draw upon this approach throughout the book, especially in Chapters 13–16 (mixture distributions) and 26–27 (variance component estimation). Weir (1996) gives a useful introduction with genetic applications, while Kendall and Stuart (1979) and Edwards (1992) provide more ...

Likelihood Ratio Tests

Previously, we have employed a program (Jtest) to test an hypothesis involving many parameters (multiple constraints). This test, which involves comparing parameter estimates with hypothesized values, is known as a Wald test. We also used the Jtest program to compare two di¤erent estimators in a Hausman test. There is an alternative method for conducting joint tests, which can be implemented ea...

Generalized Likelihood Ratio Statistics

likelihood ratio tests

On likelihood ratio tests

Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative approach which in these situations is optimal. 1. The popularity of likelihood ratio tests Faced with a new...