Timeline for LR statistics add up for nested models. What about the Wald test?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Apr 27 at 10:21 | answer | added | Sextus Empiricus | timeline score: 3 | |
| Apr 26 at 14:41 | vote | accept | Richard Hardy | ||
| Apr 26 at 13:30 | history | edited | Christoph Hanck |
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| Apr 26 at 6:35 | answer | added | Christoph Hanck | timeline score: 3 | |
| Apr 25 at 16:09 | comment | added | Richard Hardy | @ChristophHanck, thank you. I had forgotten about these (but I see I had upvoted them, probably long ago). I was implementing some tests in R and using the equality $\chi^2_{\text{LR},02} = \chi^2_{\text{LR},01} + \chi^2_{\text{LR},12}$ as a check for coding errors. It served me well. Continuing, I switched from LR to Wald and started wondering if a similar check was available. | |
| Apr 25 at 14:57 | comment | added | Christoph Hanck | Idk, but these answers (of mine...sorry) may be a starting point (in linear models): stats.stackexchange.com/questions/449344/… stats.stackexchange.com/questions/449494/… stats.stackexchange.com/questions/276192/… | |
| Apr 25 at 13:51 | history | asked | Richard Hardy | CC BY-SA 4.0 |