likelihood ratio test


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likelihood ratio test

[¦līk·lē‚hu̇d ′rā·shō ‚test]
(statistics)
A procedure used in hypothesis testing based on the ratio of the values of two likelihood functions, one derived from the hypothesis being tested and one without the constraints of the hypothesis under test.
References in periodicals archive ?
Following Cameron and Trivedi's (1996) recommendation, both regression models, Poisson and negative binomial, were estimated with the LIMDEP software; and I carried out a likelihood ratio test under the null hypotheses that the dispersion parameter in the binomial model was equal to 0.
Likelihood ratio tests provide another method of examining the importance of individual predictor variables; these tests indicate the improvement in the model associated with each predictor.
the two with a statistically significant negative sign on bid) likelihood ratio tests were conducted and are reported in Table 6.
JOINT LIKELIHOOD RATIO TESTS OF PAIRS OF COMPLEXITY LEVELS
The Likelihood ratio test rejects the parameter restriction that the income elasticity of demand for each of real narrow and broad money balances is one ([[micro].
For relevance scoring likelihood ratio test [18] is employed in hybrid fashion with WordNet based similarity as explained in the following section algorithms of the opinion target identification.
t] are estimated and a significant relationship is determined by testing if [beta] = 0, with a likelihood ratio test.
6 Johansen (1988) also proposes another likelihood ratio test known as the trace test for determining the number of cointegrating relationships.
As with the first hypothesis, the null hypothesis in equation |8~ can be tested using a likelihood ratio test.
0) or greater implies a significantly better fit at 95% under a chi-square likelihood ratio test by comparison with reduced models of one (two) fewer parameters.
A likelihood ratio test accepts the null hypothesis that journal quality is unimportant (i.
A likelihood ratio test is used to compare production functions using the translog effort specifications to those using the Cobb-Douglas specification.