Timeline for Should a likelihood ratio test be performed on train or test data?
Current License: CC BY-SA 4.0
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| Jun 7, 2022 at 15:22 | comment | added | jbowman | It's fine from an estimation point of view, but likelihood ratio techniques don't use priors, just the likelihood functions, and their distributions, asymptotic or otherwise, are derived under the assumption that you are maximizing the likelihood. Perhaps a Bayesian counterpart would be better for your purposes? vasishth.github.io/bayescogsci/book/… might help... | |
| Jun 6, 2022 at 12:01 | comment | added | A F | Thanks! Both my models actually have Cauchy priors on all the parameters. I get a bit confused with terminology sometimes - I've got posterior distributions, and so I've found parameters which maximise the posterior likelihoods (posterior modes). Is this not ok? | |
| Jun 6, 2022 at 0:23 | history | answered | jbowman | CC BY-SA 4.0 |