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  2. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    The likelihood-ratio test, also known as Wilks test, [2] is the oldest of the three classical approaches to hypothesis testing, together with the Lagrange multiplier test and the Wald test. [3] In fact, the latter two can be conceptualized as approximations to the likelihood-ratio test, and are asymptotically equivalent.

  3. Wilks' theorem - Wikipedia

    en.wikipedia.org/wiki/Wilks'_theorem

    Each of the two competing models, the null model and the alternative model, is separately fitted to the data and the log-likelihood recorded. The test statistic (often denoted by D) is twice the log of the likelihoods ratio, i.e., it is twice the difference in the log-likelihoods:

  4. G-test - Wikipedia

    en.wikipedia.org/wiki/G-test

    Recall that for the multinomial model, the MLE of ^ given some data is defined by ^ = Furthermore, we may represent each null hypothesis parameter ~ as ~ = Thus, by substituting the representations of ~ and ^ in the log-likelihood ratio, the equation simplifies to ⁡ ((~ |) (^ |)) = ⁡ = = = ⁡ Relabel the variables with and with .

  5. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The likelihood ratio is central to likelihoodist statistics: the law of likelihood states that the degree to which data (considered as evidence) supports one parameter value versus another is measured by the likelihood ratio. In frequentist inference, the likelihood ratio is the basis for a test statistic, the so-called likelihood-ratio test.

  6. Logistic regression - Wikipedia

    en.wikipedia.org/wiki/Logistic_regression

    Again, the optimum beta coefficients may be found by maximizing the log-likelihood function generally using numerical methods. A possible method of solution is to set the derivatives of the log-likelihood with respect to each beta coefficient equal to zero and solve for the beta coefficients:

  7. Log-linear analysis - Wikipedia

    en.wikipedia.org/wiki/Log-linear_analysis

    When two models are nested, models can also be compared using a chi-square difference test. The chi-square difference test is computed by subtracting the likelihood ratio chi-square statistics for the two models being compared. This value is then compared to the chi-square critical value at their difference in degrees of freedom.

  8. Neyman–Pearson lemma - Wikipedia

    en.wikipedia.org/wiki/Neyman–Pearson_lemma

    In practice, the likelihood ratio is often used directly to construct tests — see likelihood-ratio test.However it can also be used to suggest particular test-statistics that might be of interest or to suggest simplified tests — for this, one considers algebraic manipulation of the ratio to see if there are key statistics in it related to the size of the ratio (i.e. whether a large ...

  9. Likelihood ratios in diagnostic testing - Wikipedia

    en.wikipedia.org/wiki/Likelihood_ratios_in...

    Alternatively, post-test probability can be calculated directly from the pre-test probability and the likelihood ratio using the equation: P' = P0 × LR/(1 − P0 + P0×LR), where P0 is the pre-test probability, P' is the post-test probability, and LR is the likelihood ratio. This formula can be calculated algebraically by combining the steps ...