Programming the statistical procedures from SAS

likelihood ratio test for comparing two model

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Occasional Contributor
Posts: 5

likelihood ratio test for comparing two model

 

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

SAS Employee
Posts: 281

Re: likelihood ratio test for comparing two model

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.

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