likelihood ratio tests
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چکیده
منابع مشابه
A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...
متن کاملBartlett correction factors in logistic regression models
Bartlett correction factors for likelihood ratio tests of parameters in conditional and unconditional logistic regression models are calculated. The resulting tests are compared to the Wald, likelihood ratio, and score tests, and a test proposed by Moolgavkar and Venzon in Modern Statistical Methods in Chronic Disease Epidemiology, (Wiley, New York, 1986).
متن کاملAdvantages to transforming the receiver operating characteristic (ROC) curve into likelihood ratio co-ordinates.
Traditionally, the receiver operating characteristic (ROC) curve for a diagnostic test plots true positives (sensitivity) against false positives (one minus specificity). However, this representation brings with it several drawbacks. A transformation to positive and negative likelihood ratio co-ordinates, scaled by base-ten logarithms, offers several advantages. First we motivate the use of pos...
متن کاملA note on the asymptotic distribution of likelihood ratio tests to test variance components.
When using maximum likelihood methods to estimate genetic and environmental components of (co)variance, it is common to test hypotheses using likelihood ratio tests, since such tests have desirable asymptotic properties. In particular, the standard likelihood ratio test statistic is assumed asymptotically to follow a chi2 distribution with degrees of freedom equal to the number of parameters te...
متن کاملNonparametric Bootstrap for Quasi-Likelihood Ratio Tests∗
We introduce a nonparametric bootstrap approach for Quasi-Likelihood Ratio type tests of nonlinear restrictions. Our method applies to extremum estimators, such as quasimaximum likelihood and generalized method of moments estimators. Unlike existing parametric bootstrap procedures for Quasi-Likelihood Ratio type tests, our procedure constructs bootstrap samples in a fully nonparametric way. We ...
متن کاملLikelihood Ratio Tests in Linear Models with Linear Inequality Restrictions on Regression Coefficients
• This paper develops statistical inference in linear models, dealing with the theory of maximum likelihood estimates and likelihood ratio tests under some linear inequality restrictions on the regression coefficients. The results are widely applicable to models used in environmental risk analysis and econometrics. Key-Words: • likelihood ratio test; linear constrains; regression models. AMS Su...
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