doesn't the Hosmer and Lemeshow book on logistic regression give some good background on the test?
At 08:07 AM 1/21/2002 -0800, Brian Leung wrote: >Thanks Rich, > >can you suggest a book where I can read about the basis underlying the >LR test? The books that I have just tell me where and how to use it, >without giving a sufficient theoretic description of why. > >Cheers, > >Brian > >Rich Ulrich <[EMAIL PROTECTED]> wrote in message >news:<[EMAIL PROTECTED]>... >> On 19 Jan 2002 10:25:10 -0800, [EMAIL PROTECTED] (Brian Leung) >> wrote: >> >> > Greetings, >> > >> > I've read that the likelihood ratio test is not valid for non-nested >> > models. Is this still true if the PF (i.e., multinomial) is the same, >> > but the link function differs. >> > >> >> Yes, it is still true. It is the subtraction that allows the >> estimates to be *independent* so that the result may be >> readily interpreted. >> >> However, it is also true that people decide and publish using >> related criteria for non-nested models. Such conclusions >> are not as rigorous, but seem to work in various applications. >> Your comparison of link functions sounds familiar, for instance. >> >> Here is one link I found by searching on >> < BIC "information criterion" > , >> http://www.saam.com/faq/saam2/right.html >> (I keep forgetting how to spell AKAIKE.) > > >================================================================= >Instructions for joining and leaving this list, remarks about the >problem of INAPPROPRIATE MESSAGES, and archives are available at > http://jse.stat.ncsu.edu/ >================================================================= ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
