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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
6 Johansen (1988) also proposes another likelihood ratio test known as the trace test for determining the number of cointegrating relationships.
As discussed earlier, a likelihood ratio test is used to assess whether the logit equations associated with the two risk communication devices resulted in equality of the intercept and slope coefficients.
We sought to reduce the original 8-parameter model and employed likelihood ratio tests to evaluate the relative fit of the simpler models tested.
A likelihood ratio test strongly rejects the restrictions that these are the appropriate discount rates for determining salaries ([[Chi].sup.2] = 24.36).
A likelihood ratio test is conducted to test the significance of the lags.
In addition, likelihood ratio tests will be used to test the restrictive Cobb-Douglas form of the effort function against the flexible translog form.
The likelihood ratio tests reported in Table 2 failed to reject the null hypothesis at the 5 and 10 percent significance levels.
The second likelihood ratio test, called the maximal eigenvalue test [21, 22], is given by
(%) OR (95% CI) Zika virus seropositivity 78 (76) 6.02 (0.77-47.1) Reported Zika virus infection No infection during pregnancy 24 (24) 1 ([double dagger]) Asymptomatic (timing unknown) 61 (60) 2.05 (0.54-7.80) ([section]) Symptomatic during pregnancy 17 (17) 6.79 (1.36-33.8) ([paraghraph]) Matched adjusted OR LRT Exposures ([dagger]) (95% CI) p value Zika virus seropositivity 7.07 (0.86-58.3) 0.02 Reported Zika virus infection No infection during pregnancy 1 0.04 ([double dagger]) Asymptomatic (timing unknown) 1.93 (0.47-7.96) ([section]) Symptomatic during pregnancy 7.19 (1.39-37.2) ([paraghraph]) * LRT, likelihood ratio test; NA, not applicable; OR, odds ratio.
Since a pure diffusion model is nested within a combined diffusion and jump model, a likelihood ratio test can be used to test the null hypothesis [H.sub.0]: stock and stock index returns are normally distributed.
Temperature did not affect the total number of pre-ballooning behaviors (pooling dropping on dragline plus tip-toeing events) observed (likelihood ratio test: Chisq = 2.58, df = 1, P = 0.11).
An empirical likelihood ratio test for normality based on moment constraints of the half-normal distribution has been developed.