New answers tagged likelihood-ratio
4
votes
Permutation test for exponential null hypothesis: really bad?
Edit: This answer doesn't deal with the actual meat of the question, which was about permutation tests. I will either fix it or delete it.
The likelihood ratio test looks pretty good to me and ...
- 278k
2
votes
When and why is a likelihood ratio preferable to a difference as a test statistic?
There are hidden problems with permutation tests, the first and foremost being their reliance on choosing the “correct” statistic to permute. With heavy tails in the data distribution, the sample ...
- 86.9k
14
votes
Accepted
What is a *likelihood ratio test* for a specific distribution, and how does it relate to hypothesis tests?
A likelihood ratio test is just a particular type of hypothesis test where the test statistic is obtained in a specific way.
They arise out of Neyman and Pearson's attempt to find a way to obtain &...
- 278k
0
votes
How to interpret DESeq results with LRT vs. with Wald's test
Quite a bit has been written already about the Wald test and how it compares against a likelihood ratio test, see for example here (and the links therein), this page, even Wikipedia has a summary of ...
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2
votes
Accepted
Residual likelihood ratio test for fixed effects in a linear mixed model
The debate over comparing mixed-effects models fitted by REML (Restricted Maximum Likelihood) against ML (Maximum Likelihood) focuses on the optimal conditions for model comparison, especially when ...
- 56.9k
2
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Likelihood ratio tests in Growth Mixture Modelling with large sample sizes
First off, I would say you are in an enviable situation, as most applications of growth mixture models (GMMs) have sample sizes that are not ideal (e.g., see Bauer 2007 for more info).
This being said,...
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2
votes
Accepted
What are the degrees of freedom to consider for a G-test when some cells have expected values of 0?
The contribution of cells with zero counts is zero in the G-test since each such term is evaluated as 0 in this situation. This is based on the limit of x, which is a standard calculus result.
The ...
- 56.9k
0
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What is the relationship between the GINI score and the log-likelihood ratio
As noted in the other answer here, the Gini index and the Shannon entropy are both impurity measures.
One can argue that splitting according to...
... variance optimises the squared-error loss
... ...
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