Changes

Page history
Update Assessing Model Goodness of Fit to the Data authored by Mortaheb Sepehr's avatar Mortaheb Sepehr
Show whitespace changes
Inline Side-by-side
Assessing-Model-Goodness-of-Fit-to-the-Data.md
View page @ 6dceb8ed
...@@ -28,3 +28,5 @@ Likelihood ratio tests are often used to compare two models that one of them is ...@@ -28,3 +28,5 @@ Likelihood ratio tests are often used to compare two models that one of them is
where <img src="https://latex.codecogs.com/svg.latex?L(M_0)" title="L(M_0)" /> and <img src="https://latex.codecogs.com/svg.latex?L(M_1)" title="L(M_1)" /> are maximum values of the likelihood function for the simple and full models respectively. where <img src="https://latex.codecogs.com/svg.latex?L(M_0)" title="L(M_0)" /> and <img src="https://latex.codecogs.com/svg.latex?L(M_1)" title="L(M_1)" /> are maximum values of the likelihood function for the simple and full models respectively.
It can be shown that the distribution for the statistic is chi-square with degree of freedom equal to the difference between number of parameters of the two models. Having both *LR* statistic and degree of freedom we can calculate the p-value of the test. If p-value is less than a predefined threshold (e.g. 0.05), two models are significantly different and the full model will be considered as the better fit to the data.