07-21-2017 02:21 AM
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
07-21-2017 11:09 AM
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.