stepsel.stattests.likelihood_ratio_test

Likelihood ratio test for nested models.

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

Functions

likelihood_ratio_test(llf_complex, llf_nested, ...)

Calculate likelihood ratio test for nested models.

likelihood_ratio_test_models(complex, nested)

Calculate likelihood ratio test for nested models.

Module Contents

stepsel.stattests.likelihood_ratio_test.likelihood_ratio_test(llf_complex, llf_nested, df_complex, df_nested)[source]

Calculate likelihood ratio test for nested models.

Parameters:

  • llf_complex (float) – Log-likelihood of complex model.

  • llf_nested (float) – Log-likelihood of nested model.

  • df_complex (int) – Degrees of freedom of complex model.

  • df_nested (int) – Degrees of freedom of nested model.

Returns:

lrfloat

Likelihood ratio test statistic.

pfloat

p-value of likelihood ratio test.

Return type:

tuple

stepsel.stattests.likelihood_ratio_test.likelihood_ratio_test_models(complex: statsmodels.api.GLM, nested: statsmodels.api.GLM)[source]

Calculate likelihood ratio test for nested models.

Parameters:

  • complex (sm.GLM) – Complex model.

  • nested (sm.GLM) – Nested model.

Returns:

lrfloat

Likelihood ratio test statistic.

pfloat

p-value of likelihood ratio test.

Return type:

tuple