topic Re: likelihood ratio test for comparing two model in Statistical Procedures

likelihood ratio test for comparing two model

samnam — Fri, 21 Jul 2017 06:21:59 GMT

hello

someone knows how can i use the likelihood test ratio test for comparing two model base on the residuals ? I need a simple sample or some refrences that help me

thank your for your time and your kindness

best regards

samane

Re: likelihood ratio test for comparing two model

StatDave — Fri, 21 Jul 2017 15:09:59 GMT

I'm not sure about "base on the residuals," but likelihood ratio tests for comparing nested models can be produced as discussed in Example 4 of this note and using the Vuong macro that is linked to in that example.