Talk:Likelihood-ratio test

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Can someone please replace the awful ascii-art in this article with TeX, please?


I may get to that if someone doesn't beat me to it. Hundreds of articles here are in need of TeX to replace what was used here before 2003. Michael Hardy 22:57 Feb 2, 2003 (UTC)


The article uses λ in some places, and Λ in others -- is this intentional, or should they all be one or the other?

This article needs thorough checking and copyediting.


(Capital) Λ is the most frequently used notation for the test statistic. Michael Hardy 20:12 Feb 4, 2003 (UTC)

Can the Likelihoor ratio test be used in place of the F-test for a fixed effects models. Any diffrences from the F-test in this case? What about using LRT for testing fixed effects in mixed model?

The F-test is the likelihood ratio test in such models. Michael Hardy 22:30, 3 September 2005 (UTC)

[edit] "asymptotically"

"If the null hypothesis is true, then −2 log Λ will be asymptotically χ2 distributed" The validity conditions of this theorem should be given. "asymptotically" when what tends to what value ?

I have now answered this question in the article. Michael Hardy 02:36, 28 October 2005 (UTC)

[edit] References

This article lacks references. For a instance, who proved that the likelihood ratio has density function is χ2 + Op(n − 1)?

[edit] Coins

Hi, I think your example of the coins is fine but needs elaborating.

  • You haven't defined mij which I assume is the probability of event j when the two coins have the same probability of event j. It might be better calling it mj then mij.
  • I think you should put in the equation for the likelihood ratio lambda, then follow it with the -2 log lambda (-2LL) equation
  • I'm not sure your -2LL equation is right, though I may be wrong. It looks to me as if your -2LL equation converts to lambda squared equals the ratio of the max likelihood of the data for the two hypotheses.

Desmond D.Campbell@iop.kcl.ac.uk 89.241.126.245 01:36, 24 March 2007 (UTC)