Likelihood Ratio Test

The test statistic is:

$X^{2} = 2 (L L_{u} - L L_{r})$

where:

L L_{u}

is the log-likelihood of the unrestricted model estimated using the Calibrated Weight,

L L_{r}

is the log-likelihood of the restricted model estimated using the Calibrated Weight,

p \approx \Pr (χ_{k_{u} - k_{r}}^{2} \geq X^{2})

, and

k_{u}

and

k_{r}

are the number of parameters of the unrestricted and restricted models respectively.

See also