likelihood ratio test

  1. C

    Type II Error in Likelihood Ratio Tests

    Good afternoon, I'm currently working on my master thesis. I'm trying to recommend some improvements to the likelihood ratio tests that already exist to assess the quality of Value at Risk (VaR) Models, so I'd like to calculate the Type II error of a likelihood ratio test. I know that...
  2. E

    Calculating likelihood for a particular biological sample. Is is possible?

    Hi you all! I've got a problem when trying to analyze some biological data in my PhD. Let's say that I'm interested in performing an analysis using observed values of a random variable (O), whose distribution is unknown, and their expected values (E) using a model like: Ei = k1 * exp ( - k2 ·...
  3. S

    Comparing log-likelihood values for the same model (with different parameter values)

    Hi! I could use a little help and would be grateful for your time and thoughts. I have used the maximum likelihood (ML) method to fit a linear model (y=mx+b) to a set of data points. The ML estimates are m=0.52, b=1.02 and the log-likelihood (LL) for the fitted model is LL=-934.23. Next, I...
  4. A

    Likelihood Ratio test

    I have a pdf where I would like to test for the following hypothesis: H0: θ1=θ1,0; Ha: θ1>θ1,0, and f(x) =(1/θ1) exp((-x-θ2)/θ1), if x>θ2, and 0 otherwise, with θ2 unknown. I constructed the likelihood function: L(x|θ1,θ2) = (1/θ1)^n*exp(∑(i=1 to n)((-xi-θ2)/θ1) and the log likelihood...
  5. H

    Likelihood ratio test for two Poisson variables

    I have two variables: X1 ~ Poi (λ1) and X2 ~ Poi (λ2), with n1 = n2. How can I use a likelihood ratio test to test the null hypothesis H0: λ1 = λ2?
  6. M

    Likelihood ratio test on Nonlinear regression done manually. Possible or typo?

    Dear all, this forum is great! If I knew about it before, my studies would have been much more enjoyable. Anyways, right now I’m looking at past exams of my advanced econometrics course; I’ve been trying for two days now to solve this exercise, advanced text books at hand and constantly on...
  7. B

    Multivariate Regression - comparing two models with different numbers of observations

    Hello, I am attempting to do a multiple regression analysis, but my dataset contains multiple missing values. The values were recoded as ".", but I still cannot get the number of observations to match between the two models and, therefore, cannot run a LRT test. Most of the variables are...
  8. J

    Likelihood ratio test in R

    I am in desperate need for help. I am trying to calculate the likehood ratio test in R, but I don't have allot of experience using R. For example, to calculate the following Suppose X1,X2,…,Xn is a random sample from a normal population with mean μ and variance 16. Find the test with the...
  9. L

    how to test for significant differencecs in ML estimates after optim()

    I am trying to test whether or not there is a significant difference between maximum likelihood estimates of two genetic parameters (selection and dominance) across two environments with genotype data from a cross. There are three genotype classes, C11, C12, and C22, and I am looking to maximize...
  10. S

    interaction in logistic regression

    Hi, I have run a moltinomial logistic regression and wanted to test for moderation effects of some variables so I tested the model with main effects only against a model where interaction effects where added. Is not normal that the likelihood ratio test table does not show significance for the...
  11. S

    Likelihood Ratio Test Statistic

    Hi guys, Heres my problem: ********** Data X1,X2,....,Xn, n = 20, are available of numbers of flaws per 10 metres of bales of a manufactured material. Assuming that the Poisson model is valid for these data, the probability mass function of X is: fx(x; theta) =...
  12. D

    Likelihood Ratio Test for general hypotheses

    Hi, The original paper (Wilks, 1938) describing the Likelihood Ratio Test considers a null hypothesis stating that a subset of the parameters from the parameter space are equal to fixed values. Do you know of any extension/formal proof covering LTR with null hypotheses for more general...