LikelihoodRatioStatistik
LikelihoodRatioStatistik, in statistics often referred to as the likelihood ratio statistic, is a measure used to test nested statistical models by comparing how well different parameterizations explain observed data. It is based on the likelihood function and the maximum likelihood estimates under both a full model and a constrained model.
Let L(θ) denote the likelihood of the data given parameters θ. Suppose H0 specifies a subset Θ0 of
Under regularity conditions and for large samples, Wilks’ theorem states that D is approximately chi-square distributed
Variants include the profile likelihood ratio, which handles nuisance parameters by maximizing over them for each