GeneralizedLinearModel.GetLikelihoodRatioTest Method

Returns a test to verify the significance of the logistic model.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
public SimpleHypothesisTest GetLikelihoodRatioTest()

Return Value

SimpleHypothesisTest
A SimpleHypothesisTest object.

Remarks

This method compares the computed logistical model against a model that contains only a constant. The ratio of the log-likelihoods of the two models follows a chi-square distribution with degrees of freedom equal to the number of additional parameters.

The model must have been computed using the Fit() method before this method is called.

Exceptions

InvalidOperationException The model has not been fitted.

See Also