Re: Likelihood ratios and non-nested models

2002-01-22 Thread Susan Durham
ate University Department of Fisheries & Wildlife [EMAIL PROTECTED] "Brian Leung" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > Greetings, > > I've read that the likelihood ratio test is not valid for non-nested > models. I

Re: Likelihood ratios and non-nested models

2002-01-21 Thread Kevin C. Heslin
>> 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. >> >

Re: Likelihood ratios and non-nested models

2002-01-21 Thread Brian Leung
lt;[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., multinomi

Re: Likelihood ratios and non-nested models

2002-01-20 Thread Rich Ulrich
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, i

Likelihood ratios and non-nested models

2002-01-19 Thread Brian Leung
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. Thanks, Brian = Instructions for joinin

Re: Maximum Likelihood Question

2001-12-23 Thread Jimc10
similar (simulated) data directly to Markov models using the Q-matrix and maximum likelihood methods. The likelihood function is: L= (1/Sqrt( | CV-Matrix |))*exp((-1/2)*(O-E).(CV-Matrix^-1).(O-E)) Where | CV-Matrix | is the determinant of the Covariance matrix, (O) is the vector of observed

Re: Maximum Likelihood Question

2001-12-20 Thread David Jones
"Herman Rubin" <[EMAIL PROTECTED]> wrote in message 9vqoln$[EMAIL PROTECTED]">news:9vqoln$[EMAIL PROTECTED]... > > Maximum likelihood is ASYMPTOTICALLY optimal in LARGE > samples. It may not be good for small samples; it pays > to look at how the actual likel

Re: Maximum Likelihood Question

2001-12-19 Thread Herman Rubin
In article <[EMAIL PROTECTED]>, Jimc10 <[EMAIL PROTECTED]> wrote: >To all who have helped me on the previous thread thank you very much. I am >reposting this beause the question has become more focused. >I am studying a stochastic Markov process and using a maximum likelih

Maximum Likelihood Question

2001-12-16 Thread Jimc10
To all who have helped me on the previous thread thank you very much. I am reposting this beause the question has become more focused. I am studying a stochastic Markov process and using a maximum likelihood technique to fit observed data to theoretical models. As a first step I am using a Monte

Re: Maximum Likelihood, Likelihood Ratio, & Chi Square

2001-12-11 Thread Herman Rubin
In article <[EMAIL PROTECTED]>, Jimc10 <[EMAIL PROTECTED]> wrote: >I am using a maximum likelihood algorythym to fit an electophysiologic data to >a series of theoretical models. I am interesting in comparing two models wich >differ in the number of free parameters

Maximum Likelihood, Likelihood Ratio, & Chi Square

2001-12-11 Thread Jimc10
I am using a maximum likelihood algorythym to fit an electophysiologic data to a series of theoretical models. I am interesting in comparing two models wich differ in the number of free parameters, the simpler being a subhypothesis of the more complex. I was told (and have read) that the

maximum likelihood method and prediction error method

2001-10-09 Thread Saqib
Can anybody tell me the difference between the maximum likelihood method and prediction error method. Can anyone suggest me the useful material. Thanks = Instructions for joining and leaving this list and remarks about the problem

likelihood ratio chi-square: L^2

2001-09-26 Thread Nathaniel
Dear Debater, I've got two models which are nested (or hierarchical), and values likelihood ratio chi-square (L^2) for them with degrees of freedom : 1 model: L^2 =21.93 , df=16 2 model: L^2=22.13 , df=18 I read that it' posible to settle which model is better (because they are hi

Parameter estimation with maximum likelihood method using Matlab 6

2001-09-19 Thread Saqib
I'm using Matlab 6.0 to perform Maximum Likelihood estimation for identifying parameters. The problem is that i am dealing with time varying parameters (which are to be identified). and along with that other terms in matrices (A,B,C,D,K) are also time varying. I am elaborating this as fo

Re: Likelihood: Is there a skeleton in the normal closet?

2000-09-24 Thread Herman Rubin
In article <000f01c02504$0878b840$[EMAIL PROTECTED]>, David A. Heiser <[EMAIL PROTECTED]> wrote: >1. I appreciate professor deLeuw recommending A. W. F. Edward's book >"Likelihood" (expanded version). Read it from cover to cover. Excellent >sour

Likelihood: Is there a skeleton in the normal closet?

2000-09-22 Thread David A. Heiser
Gotcha. It is the headlines that count.   1. I appreciate professor deLeuw recommending A. W. F. Edward's book "Likelihood" (expanded version). Read it from cover to cover. Excellent source of ideas and analysis of Fisher's contributions.   2. The issue is, do we follow th

Re: likelihood

2000-08-20 Thread Herman Rubin
In article <[EMAIL PROTECTED]>, P.G.Hamer <[EMAIL PROTECTED]> wrote: > David A. Heiser wrote: >> I am going to reference Fisher as his views later on in life in the 1973 3rd >> edition of "Statistical >> Methods and Scientific Inference" >>

Re: likelihood

2000-08-19 Thread LiON_iN_OiL
David A. Heiser wrote: >Second, one needs to read Fisher's insight into Bayes original >work to understand Fisher's view of probability. The only discernable connection between Bayes original work and Fisher's view of probability is that they are both discussed in Chapter

Re: likelihood

2000-08-18 Thread David A. Heiser
- Original Message - From: P.G.Hamer <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Thursday, August 17, 2000 2:40 AM Subject: Re: likelihood > David A. Heiser wrote: > > > I am going to reference Fisher as his views later on in life in the 1973 3rd >

Re: likelihood

2000-08-18 Thread David A. Heiser
- Original Message - From: Li0N_iN_0iL <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Thursday, August 17, 2000 5:51 PM Subject: Re: likelihood > David A. Heiser wrote: > > >>>Second, one needs to read Fisher's insight into Bayes original work

Re: likelihood

2000-08-17 Thread Li0N_iN_0iL
David A. Heiser wrote: >>>Second, one needs to read Fisher's insight into Bayes original work to >>>understand Fisher's view of probability. >> >> The only discernable connection between Bayes original work and Fisher's >> view of probability is that they are both discussed in Chapter 2 of his >>

Re: Likelihood, a reply

2000-08-17 Thread Stan Wheeler
n; > charset="iso-8859-1" > Content-Transfer-Encoding: quoted-printable > > I did some research on likelihood and wrote a 5 page response. I sent it = > to the EDSTAT boxes that were involved in the discussion. If any one = > wants a copy, send

Re: likelihood

2000-08-17 Thread P.G.Hamer
David A. Heiser wrote: > I am going to reference Fisher as his views later on in life in the 1973 3rd > edition of "Statistical > Methods and Scientific Inference" > > "The Mathematical Likelihood assignable to every value of the unknown > parameter p supplies

Likelihood, a reply

2000-08-16 Thread David A. Heiser
I did some research on likelihood and wrote a 5 page response. I sent it to the EDSTAT boxes that were involved in the discussion. If any one wants a copy, send me a request and I will send it.   DAHeiser

Re: likelihood

2000-08-12 Thread Bob Wheeler
No L(H|D) is not a probability and it does not obey the laws of probability. Your citation references a discussion about something else, fiducial probability I would think. The likelihood ratio is a fundamental part of Neyman-Pearson. It is the heart of their fundamental theorem. The fit of

Re: likelihood

2000-08-11 Thread David A. Heiser
- Original Message - From: Li0N_iN_0iL <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Thursday, August 10, 2000 4:45 PM Subject: Re: likelihood > David A. Heiser wrote: > >Second, one needs to read Fisher's insight into Bayes original work to >

Re: likelihood

2000-08-11 Thread David A. Heiser
- Original Message - From: Bob Wheeler <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Friday, August 11, 2000 9:50 AM Subject: Re: likelihood > I'll suppose that you don't really want to have a > discussion about probability, but are really > ask

Re: likelihood

2000-08-11 Thread Jan de Leeuw
The definition below is (in all likelihood) taken from A.W.F. Edwards, Likelihood (Expanded Edition), John Hopkins University Press, 1992 (paper, ISBN 0-8018-4445-2). This is a delightful book. Also quite readable, although not exactly delightful, is J.O. Berger and R.L. Wolpert. The

Re: likelihood

2000-08-11 Thread Bob Wheeler
I'll suppose that you don't really want to have a discussion about probability, but are really asking about 'likelihood.' The definition of likelihood today, except that it may be more abstract than Fisher indented, is the same as that given by Fisher. In particular

Fisher Was: Re: likelihood

2000-08-11 Thread Herman Rubin
In article <8mvea9$78t5j$[EMAIL PROTECTED]>, Li0N_iN_0iL wrote: >David A. Heiser wrote: >>von Mises criticizes Fisher (1921) for his introduction of the term >>"likelihood" without defining it, since in common usage, 'likelihood' >>and 'p

Re: likelihood

2000-08-11 Thread Humberto Barreto
I'm enjoying learning about Fisher's distinction between probability and likelihood, but it seems to me that since language is alive, "modern" definitions of likelihood and probability should also be discussed. In economics, for example, in 1921, Frank Knight came up with a

Re: likelihood

2000-08-10 Thread Li0N_iN_0iL
David A. Heiser wrote: >von Mises criticizes Fisher (1921) for his introduction of the term >"likelihood" without defining it, since in common usage, 'likelihood' >and 'probability" have the same meaning. Fisher may have addressed this issue in the preface

Re: likelihood

2000-08-09 Thread P.G.Hamer
David A. Heiser wrote: > First of all Fisher is a very ponderous writer, very difficult to find the > gold in the pile of ore. > Second, one needs to read Fisher's insight into > Bayes original work to understand Fisher's view of probability. Can you supply a reference? All Fisher's writings o

Re: likelihood

2000-08-08 Thread David A. Heiser
- Original Message - From: Gökhan BakIr <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Monday, August 07, 2000 1:07 PM Subject: likelihood > > Hi ! > Please dont flame me for this question if its too foolish, > but is there a difference between a like

likelihood

2000-08-07 Thread Gökhan BakIr
Hi ! Please dont flame me for this question if its too foolish, but is there a difference between a likelihood and a probability ? thanks gökhan -- Gökhan BakIr Insitute of Robotics and Mechatronics Deutsches Forschungszentrum für Luft und Raumfahrt 82234

Re: maximum likelihood factor analysis

2000-04-24 Thread Chuck Cleland
[EMAIL PROTECTED] wrote: > A self-report scale was constructed to measure work ethic and included three > conceptually derived components of work ethic. Maximum likelihood factor > analysis was then applied with the request of 3 factors to determine if the > conceptually derive

maximum likelihood factor analysis

2000-04-22 Thread kjessup
A self-report scale was constructed to measure work ethic and included three conceptually derived components of work ethic. Maximum likelihood factor analysis was then applied with the request of 3 factors to determine if the conceptually derived components actually represent empirical factors

Re: Likelihood Ratio Test

1999-12-06 Thread Herman Rubin
matrix is not important (algebra). As the mean is a sufficient statistic, we can assume sample size 1. This case also reduces to the null hypothesis that the entire mean is 0. Now the logarithm of the likelihood function is C - .5 * \sum (X_i - \mu_i)^2. The C is unimportant; for the unc

Likelihood Ratio Test

1999-12-06 Thread lazzo
I turns out that the difference between the constrained and unconstrained log likelihoods has a chi-square distribution (dergr. of freedom =restrictions) when it is multiplied by two. Where the two comes from is something I am not getting. (or -2, the information I have isn't completely consisten