GLM, likelihood ratio test

Discussion in 'CT6' started by Ark raw, Aug 16, 2017.

  1. Ark raw

    Ark raw Member

    In sec 3.4 of chapter 10, it talks about
    1.) for normally distributed data, the scaled deviance has a chi square distribution so what is the degrees of freedom here? is it n-p, where n is the no. of observations and p is the no. of parameters?
    2.) for data that isn't normal, the deviance has only approx ( or rather asymptotically) a chi square distribution, I wanna know how the deviance has a chi square distribution? and what are its degrees of freedom?
    3.) in the same section the last paragraph on pg 36, talks about comparing 2 models, in this paragraph, it states that we can compare S_1 and S_2 with 2(p-q), where as in the summary of this chapter it talks about comparing SD_1 and SD_2 with 2(p-q) S_i and SD_i are deviance and scaled deviance of the ith model, so what are we are supposed to you use for comparing 2 models S or SD?
     
  2. John Lee

    John Lee ActEd Tutor Staff Member

    1) Yes that sounds correct. But we never use it in CT6.
    2) We're using the central limit theorem - degrees of freedom should be the same.
    3) In my summary it says scaled deviance only.
     

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