JSTOR Daily

Penalized Likelihood-Ratio Test for Finite Mixture Models with Multinomial Observations

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 26, No. 4 (Dec., 1998), pp. 583-599 (17 pages) Due to the irregularity of finite mixture models, the commonly used ...
JSTOR Daily

Stepdown Likelihood Ratio Test on Each Parameter Component in Testing Equality of Covariance Matrices

This is a preview. Log in through your library . Abstract We consider the likelihood ration test for testing equality of covariance matrices of k multivariate normal ...
Simon Fraser University

Lack of Fit Tests

Two goodness-of-fit tests can be requested from the PROBIT procedure -a Pearson chi-square test and a log-likelihood ratio chi-square test. If there is only a single continuous independent variable, ...
Simon Fraser University

Profile Likelihood Confidence Intervals

Wald-based and likelihood ratio-based confidence intervals are available in the MODEL procedure for computing a confidence interval on an estimated parameter. A confidence interval on a parameter can ...
Risk

Probability of default validation: introducing the likelihood-ratio test and power considerations

The aim of validating default probabilities is to analyze whether these are not too low. For small sample sizes, however, there are not enough observations available to detect excessively low default ...