Lv 5
lkm asked in 科學數學 · 1 decade ago

請問何謂Likelihood-ratio test,概比度檢

請問何謂Likelihood-ratio test,概比度檢定??



2 Answers

  • 承熹
    Lv 6
    1 decade ago
    Favorite Answer

    既然有看 paper

    那來唸點英文吧... :p


    The likelihood ratio test (LRT) is a statistical test of the goodness-of-fit between two models. A relatively more complex model is compared to a simpler model to see if it fits a particular dataset significantly better. If so, the additional parameters of the more complex model are often used in subsequent analyses. The LRT is only valid if used to compare hierarchically nested models. That is, the more complex model must differ from the simple model only by the addition of one or more parameters. Adding additional parameters will always result in a higher likelihood score. However, there comes a point when adding additional parameters is no longer justified in terms of significant improvement in fit of a model to a particular dataset. The LRT provides one objective criterion for selecting among possible models. The LRT begins with a comparison of the likelihood scores of the two models:

    LR = 2*(lnL1-lnL2)

    This LRT statistic approximately follows a chi-square distribution. To determine if the difference in likelihood scores among the two models is statistically significant, we next must consider the degrees of freedom. In the LRT, degrees of freedom is equal to the number of additional parameters in the more complex model. Using this information we can then determine the critical value of the test statistic from standard statistical tables.

    The LRT is explained in more detail by Felsenstein (1981), Huelsenbeck and Crandall (1997), Huelsenbeck and Rannala (1997), and Swofford et al. (1996). While the focus of this page is using the LRT to compare two competing models, under some circumstances one can compare two competing trees estimated using the same likelihood model. There are many additional considerations (e.g., see Kishino and Hasegawa 1989, Shimodaira and Hasegawa 1999, and Swofford et al. 1996).

  • 8 years ago


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