Likelihood Ratio Test

The test statistic is:

[math]\displaystyle{ X^2 = 2 (LL_u - LL_r) }[/math]

where:

[math]\displaystyle{ LL_u }[/math] is the log-likelihood of the unrestricted model estimated using the Calibrated Weight,

[math]\displaystyle{ LL_r }[/math] is the log-likelihood of the restricted model estimated using the Calibrated Weight,

[math]\displaystyle{ p \approx \Pr(\chi^2_{k_u - k_r} \ge X^2) }[/math], and

[math]\displaystyle{ k_u }[/math] and [math]\displaystyle{ k_r }[/math] are the number of parameters of the unrestricted and restricted models respectively.

See also

• Reading Tables and Interpreting Significance Tests
• Overview of Statistical Testing in Q