We propose a likelihood ratio (LR) test of stationarity based on a correlated unobserved components model. The asymptotic distribution of the test statistic is presented and a bootstrap version discussed. Given empirically-relevant processes estimated from macroeconomic data, Monte Carlo analysis reveals...
We propose a formal test of separability of covariance models based on a likelihood ratio statistic. The test is developed in the context of multivariate repeated measures (for example, several variables measured at multiple times on many subjects), but can also apply to a replicated spatio-tempor...
This paper considers the likelihood ratio test for testing a null hypothesis, that the means of a collection of normal distributions, with known variances, satisfy some order restriction. Equality of the means is the subhypothesis of the null hypothesis which yields the largest type I error probab...
B. (1986), A Likelihood Ratio Test of the Equality of Paired Survival Data with Censoring. Biom. J., 28: 665–672. doi: 10.1002/bimj.4710280604 Author Information 1 Department of Biometry, Medical University of South Carolina 2 V. A. Cooperative Studies Coordinating Center, Hines, Illinois...
Genomic sequence data may be used to test hypotheses about the process of species formation. In this paper, I implement a likelihood ratio test of variable species divergence times over the genome, which may be considered a test of the null model of allopatric speciation without gene flow agains...
A likelihood ratio test for mixture effects 来自 国家科技图书文献中心 喜欢 0 阅读量: 22 作者: J Miller 摘要: Under certain circumstances, it is theoretically important to decide whether a difference between two conditions in mean reaction time (RT) results from a relatively uniform slowing of...
似然比检验(Likelihood Ratio Test)是一种常用的统计方法,用于比较两个统计模型的拟合优度。在实际应用中,经常需要通过似然比检验来判断两个模型哪个更适合描述数据。在本文中,我将向你介绍如何使用Python实现似然比检验。 流程概述 下面是实现似然比检验的整体流程。我们将按照以下步骤进行操作: ...
A sequence of independent multivariate normal vectors with equal but possibly unknown variance matrices are hypothesized to have equal mean vectors, and we wish to test that the mean vectors have changed after an unknown point in the sequence. The likelihood ratio test is based on the maximum Hot...
6.7.2 似然比检验(Likelihood Ratio Test,LR) 通常来说,无约束的似然函数最大值 比有约束的似然函数最大值 更大,这是因为无约束条件下的参数空间 显然比带约束的参数空间 更大,即: 。 LR的思想是,如果 正确,那么 不应该很大。在 正确下, ,那么LR统计量就是: ...
In this paper, we propose a likelihood ratio test (LRT) and a score test that are independent of model specification. Monte Carlo simulation studies show that, in scenarios considered in this paper, both the LRT and the score test have higher power than the asymptotic and conditional methods ...