stepsel.stattests.likelihood_ratio_test
=======================================

.. py:module:: stepsel.stattests.likelihood_ratio_test

.. autoapi-nested-parse::

   Likelihood ratio test for nested models.

   References
   # https://api.rpubs.com/tomanderson_34/lrt
   # https://towardsdatascience.com/the-likelihood-ratio-test-463455b34de9



Functions
---------

.. autoapisummary::

   stepsel.stattests.likelihood_ratio_test.likelihood_ratio_test
   stepsel.stattests.likelihood_ratio_test.likelihood_ratio_test_models


Module Contents
---------------

.. py:function:: likelihood_ratio_test(llf_complex, llf_nested, df_complex, df_nested)

   Calculate likelihood ratio test for nested models.

   :param llf_complex: Log-likelihood of complex model.
   :type llf_complex: float
   :param llf_nested: Log-likelihood of nested model.
   :type llf_nested: float
   :param df_complex: Degrees of freedom of complex model.
   :type df_complex: int
   :param df_nested: Degrees of freedom of nested model.
   :type df_nested: int

   :returns:

             lr : float
                 Likelihood ratio test statistic.
             p : float
                 p-value of likelihood ratio test.
   :rtype: tuple


.. py:function:: likelihood_ratio_test_models(complex: statsmodels.api.GLM, nested: statsmodels.api.GLM)

   Calculate likelihood ratio test for nested models.

   :param complex: Complex model.
   :type complex: sm.GLM
   :param nested: Nested model.
   :type nested: sm.GLM

   :returns:

             lr : float
                 Likelihood ratio test statistic.
             p : float
                 p-value of likelihood ratio test.
   :rtype: tuple