Loading...
  • ratio
  • Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. (kent.ac.uk)
  • The likelihood ratio statistics are constructed based on the assumption that the distributions of stochastic errors are in a certain parametric family. (kent.ac.uk)
  • We extend their work to the case where the error distribution is completely unspecified via newly proposed sieve empirical likelihood ratio (SELR) tests. (kent.ac.uk)
  • The proposed approach has two advantages over the generalized likelihood ratio method: it requires one only to specify some conditional estimating equations rather than the entire distribution of the stochastic error, and the procedure adapts automatically to the unknown error distribution including heteroscedasticity. (kent.ac.uk)
  • Procedure
  • The use of frequentist methods involving p-values leads to different inferences for the two cases above, showing that the outcome of frequentist methods depends on the experimental procedure, and thus violates the likelihood principle. (wikipedia.org)
  • follows
  • Birnbaum proved that the likelihood principle follows from two more primitive and seemingly reasonable principles, the conditionality principle and the sufficiency principle. (wikipedia.org)
  • form
  • The power transformation is defined as a continuously varying function, with respect to the power parameter λ, in a piece-wise function form that makes it continuous at the point of singularity (λ = 0). (wikipedia.org)
  • different
  • Test score interpretation may be invalidated by the presence of differential item functioning (DIF) among different groups of respondents based on characteristics such as gender, country or the language version of the test used. (thefreelibrary.com)
  • General
  • The Whittle likelihood in general is only an approximation, it is only exact if the spectrum is constant, i.e., in the trivial case of white noise. (wikipedia.org)