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Topic: Likelihood ratio


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In the News (Sat 19 Dec 09)

  
  IPS Retrieval Engine - Likelihood Ratios
The likelihood ratio of a feature tells you how often it occurs in a document of interest versus how often it occurs in a document that is not of interest.
In this case, LR+ is the ratio of the term or concept being present in documents of interest versus its presence in documents that are not of interst.
It is the ratio of a term not occuring in documents of interest versus its absence in documents not of interest.
www.health.pitt.edu /ips/likelihoodratio.htm   (195 words)

  
 EBM Tool Kit - Clinical Epidemiology Glossary   (Site not responding. Last check: 2007-10-14)
Likelihood ratio: Ratio of the probability that a given diagnostic test result will be expected for a patient with the target disorder rather than for a patient without the disorder.
Odds Ratio (Syn: cross-product ratio, relative odds): a measure of the degree of association; for example, the odds of exposure among the cases compared with the odds of exposure among the controls.
Relative risk (RR): the ratio of the probability of developing, in a specified period of time, an outcome among those receiving the treatment of interest or exposed to a risk factor, compared with the probability of developing the outcome if the risk factor or intervention is not present.
www.med.ualberta.ca /ebm/define.htm   (1825 words)

  
 Maximum Likelihood
Likelihood: The likelihood function is used to obtain maximum likelihood estimates (MLEs) of parameters and is the probabiity of the observed sequences as a function
The likelihood ratio test statistic is -2logL = 117.946, which is asymptotically c2 distributed under the null hypothesis with 1 degrees of freedom.
The likelihood ratio test statistic is -2logL = 32.582, which is asymptotically c2 distributed under the null hypothesis with 3 degrees of freedom.
ucjeps.berkeley.edu /bryolab/ib200/maximumlikelihood.html   (2941 words)

  
 likelihood
Thus a likelihood ratio of 1 corresponds to indifference between the hypotheses on the basis of the evidence in the data, whilst the maximum-likelihood value of a parameter is regarded as the best-supported value, other values being ranked by their lesser likelihoods accordingly.
Most importantly, the likelihood approach is compatible with Bayesian statistical inference in the sense that the posterior Bayes distribution for a parameter is, by Bayes’s Theorem, found by multiplying the prior distribution by the likelihood function.
Likelihood ratio tests are based on the distribution under repeated-sampling of the likelihood ratio and are therefore not part of likelihood theory.
www.cimat.mx /reportes/enlinea/D-99-10.html   (2128 words)

  
 8.2.3.3. Likelihood ratio tests
Likelihood functions for reliability data are described in Section 4.
Calculate the maximum likelihood of the sample data based on an assumed distribution model (the maximum occurs when unknown parameters are replaced by their maximum likelihood estimates).
The unrestricted likelihood of the data is the product of the two likelihoods, with 4 unknown parameters (the shape and characteristic life for each vendor population).
www.itl.nist.gov /div898/handbook/apr/section2/apr233.htm   (677 words)

  
 Definition: Likelihood ratio
The likelihood ratio incorporates both the sensitivity and specificity of the test and provides a direct estimate of how much a test result will change the odds of having a disease.
The pre-test odds are usually related to the prevalence of the disease, though you might adjust it upwards or downwards depending on characteristics of your overall patient pool or of the individual patient.
The likelihood ratio for a negative result is 0.09 or 1/11.
www.childrens-mercy.org /stats/definitions/likelihood.htm   (722 words)

  
 Likelihood function - Wikipedia, the free encyclopedia
For a likelihood function of more than one parameter, it is sometimes possible to write some parameters as functions of other parameters, thereby reducing the number of independent parameters.
Attempting to interpret the likelihood of a hypothesis given observed evidence as the probability of the hypothesis is a common error, with potentially disastrous real-world consequences in medicine, engineering or jurisprudence.
The likelihood function is not a probability density function – for example, the integral of a likelihood function is not in general 1.
en.wikipedia.org /wiki/Likelihood   (823 words)

  
 FRB: Finance and Economics Discussion Series: Screen Reader Version - Likelihood Ratio Tests on Cointegrating Vectors, ...
Secondly, both for Johansen's likelihood ratio tests for coefficient restrictions and for the new tests presented below, the restrictions implicitly placed on the orthogonal complements of the cointegrating relationships and on the orthogonal complements of the adjustment speeds are presented.
The restricted estimators and the likelihood ratio test statistic and its asymptotic distribution are summarized in the following theorems.
The likelihood ratio tests in section 3 for restrictions on the cointegrating vectors and on their disequilibrium adjustment vectors were of two general types: The first imposes linear relationships on all the vectors, and the second assumes that a subset of the vectors are known.
www.federalreserve.gov /pubs/feds/2006/200621/index.html   (3469 words)

  
 Likelihood-ratio test
A likelihood-ratio test is a statistical test relying on a test statistic computed by taking the ratio of the maximum value of the likelihood function under the constraint of the null hypothesis to the maximum with that constraint relaxed.
If that ratio is Λ and the null hypothesis holds, then for commonly occurring families of probability distributions, −2 log Λ has a particularly handy asymptotic distribution.
Many of these approximations were quite useful when computers did not exist, but now that taking a log is really no more vexing than multiplying two numbers, other approximations may be more useful, especially in special cases were the approximations are suspect.
www.guajara.com /wiki/en/wikipedia/l/li/likelihood_ratio_test.html   (495 words)

  
 [No title]
The likelihood ratio when sales is 150,000 is the probability of 150,000 given aL divided by the probability of 150,000 given aH.
Likelihood Ratios Sales $150,000$200,000Pr(salesaL).8.2Pr(salesaH).4.6Likelihood ratioF(.8,.4) = 2F(.2,.6) = F(1,3)  The likelihood ratio for sales of 150,000 is larger than for sales of 200,000 for the exact reason given above: aH increases the probability of 200,000 relative to aL (from.2 to.6) and decreases the probability of 150,000 (from.8 to.4).
Likelihood Ratios Sales$150,000$200,000$250,000Pr(salesaL).4.3.3Pr(salesaH).2.5.3Likelihood ratioF(.4,.2) = 2F(.3,.5) =.6F(.3,.3) = 1 Since the largest likelihood ratio is 2 the manager's payment when sales is 150,000 is the lowest.
www.cob.ohio-state.edu /~young_53/Likelihoods.doc   (807 words)

  
 ERP 9:1 Comparison of Likelihood Ratio and Pearsonian Rasch Fit
This is a conditional likelihood ratio test which is based on the conditional estimates of the item parameters and does not require the estimation of person abilities.
The likelihood ratio test is based on the ratio of the likelihood of the response pattern based on a single overall ability estimate and the likelihood of the response pattern based on the J estimated subset abilities.
To examine the similarity between the transformed likelihood ratio chi-square and the unweighted between fit statistic, the values for both statistics were correlated for the 1,800 cases simulated to fit the model.
www.rasch.org /erp4.htm   (4071 words)

  
 Likelihood ratios
Likelihood ratios tell us how much we should shift our suspicion for a particular test result.
The “positive likelihood ratio” (LR+) tells us how much to increase the probability of disease if the test is positive, while the “negative likelihood ratio” (LR-) tells us how much to decrease it if the test is negative.
Take a look at a collection of likelihood ratios for common tests, provided by the folks at the Cochrane Centre in Oxford, England.
www.poems.msu.edu /InfoMastery/Diagnosis/likelihood_ratios.htm   (559 words)

  
 The Journal of Family Practice
Like sensitivity and specificity, a likelihood ratio (LR) can be used to express the usefulness of diagnostic tests.
A likelihood ratio is a ratio of 2 proportions: the subset of people with a particular test result among all those who have a specific disease, divided by the subset of people with the same test result among all those without the disease.
Likelihood ratios can be used with tests that have any number of outcomes.
www.jfponline.com /Pages.asp?AID=1876&UID=   (781 words)

  
 Two by two table analysis online. Including chi-square, odds ratio, risk ratio.
Likelihood Ratio Chi-square (LRX) was developed more recently than the Pearson chi-square and is the second most frequently used Chi-square.
A risk ratio larger than one means that group one has a larger proportion than group two; if the opposite is true the risk ratio will be smaller than one.
An odds ratio larger than one means that group one has a larger proportion than group two, if the opposite is true the odds ratio will be smaller than one.
home.clara.net /sisa/two2hlp.htm   (1453 words)

  
 Duke University Medical Center Library Online - Likelihood Ratios
The Likelihood Ratio (LR) is the likelihood that a given test result would be expected in a patient with the target disorder compared to the likelihood that the same result would be expected in a patient without the target disorder.
Since sensitivity and specificity are fixed characteristics of the test itself, the likelihood ratio is independent of the prevalence of the disease in the population.
LR is a ratio of likelihoods (or probabilities) for a given test.
www.mclibrary.duke.edu /subject/ebm/ratios.html   (577 words)

  
 Stats: Likelihood ratio slide rule
For example, H pylori is found in 48% of dyspeptic patients in the community (the pre-test probability), so therefore a positive rapid blood test with a likelihood ratio of 9.8 applied to this population would give a post-test probability (or predictive value) of 90% (this can be estimated using a simple calculation or a nomogram).
The likelihood ratio slide rule that I developed was inspired by the Fagan nomogram which also uses logarithms.
The likelihood ratio slide rule allows you to compute the post-test probability of a disease given the pre-test probability and the likelihood ratio of a diagnostic test.
www.childrensmercy.com /stats/sliderule.asp   (1290 words)

  
 Semiparametric likelihood ratio inference, S. A. Murphy, A. W. van der Vaart
Likelihood ratio tests and related confidence intervals for a real parameter in the presence of an infinite dimensional nuisance parameter are considered.
Nevertheless the likelihood ratio statistic is shown to possess an asymptotic chi-squared distribution.
The examples considered are tests concerning survival probabilities based on doubly censored data, a test for presence of heterogeneity in the gamma frailty model, a test for significance of the regression coefficient in Cox's regression model for current status data and a test for a ratio of hazards rates in an exponential mixture model.
projecteuclid.org /Dienst/UI/1.0/Summarize/euclid.aos/1031594729   (656 words)

  
 The Likelihood Ratio Test   (Site not responding. Last check: 2007-10-14)
Thus, when two models are hypothesized, the likelihood ratio test can be succinctly expressed as the comparison of the likelihood ratio with a threshold.
Furthermore, note that only the value of the likelihood ratio relative to the threshold matters; to simplify the computation of the likelihood ratio, we can perform any positively monotonic operations simultaneously on the likelihood ratio and the threshold without affecting the comparison.
The likelihood ratio is plotted in figure 1 and the threshold value η, which is computed from the a priori probabilities and the costs to be 1/3, is indicated.
cnx.rice.edu /content/m11234/latest   (1026 words)

  
 Aptech Systems, Inc. - Constrained Maximum Likelihood
The likelihood ratio of the TGARCH(1,1) over the GARCH(1,1) model, in which the errors are assumed to have a Normal distribution, is 9.9665 with 1 degree of freedom.
The likelihood ratio statistic for the GARCH(1,1) model over an ordinary least squares model is 75.2043 with 4 degrees of freedom, which is highly significant and is strong evidence for the GARCH specification of the stock index.
Among them are the usual standard errors and t-statistics, confidence limits by inversion of the Wald statistic or the likelihood ratio statistic, Bayesian limits by the method of weighted likelihood bootstrap, as well as the usual bootstrap method.
www.aptech.com /ga_cml.html   (627 words)

  
 Generalized Likelihood Ratio Statistics and Wilks Phenomenon, Jianqing Fan, Chunming Zhang, Jian Zhang
Likelihood ratio theory has had tremendous success in parametric inference, due to the fundamental theory of Wilks.
We introduce the generalized likelihood statistics to overcome the drawbacks of nonparametric maximum likelihood ratio statistics.
We further demonstrate that generalized likelihood ratio statistics are asymptotically optimal in the sense that they achieve optimal rates of convergence given by Ingster.
projecteuclid.org /Dienst/UI/1.0/Summarize/euclid.aos/996986505   (811 words)

  
 8 Likelihood ratio tests
Code is also provided for doing likelihood ratio tests between different nested, and perhaps also, non-nested alternative models.
As we see, under the fitted (false) islandmodel, the rate of migration from the `mainland' has to be as large as 0.04 to account for the small between-population differentiation generated by the high rate of migration between neighbouring population in the true (steppingstone) model.
Nothing prevents the user from carrying out likelihood ratio tests between non-nested models, although the interpretation of such tests may be questionable from a theoretical point of view (see e.g.
www.math.ntnu.no /~jarlet/migration/node13.html   (352 words)

  
 ERP 9:1 An Unconditional Likelihood Ratio for Testing Item Homogeneity in the Rasch Model
The question arises, whether or not it would be possible to use the conditional likelihood functions for the computation of this likelihood ratio.
To compute the likelihood ratio (4) two equally large item groups were formed: in model structures A and B all odd and all even items were combined.
Thus, Andersen's likelihood ratio does not test person homogeneity as such, but only tests whether the formed groups of persons, that is, raw score groups or externally defined groups, are mutually heterogeneous.
www.rasch.org /erp2.htm   (4025 words)

  
 Likelihood
The likelihood of the sample is the joint probability function (or the joint probability density function, in the continuous case) evaluated at
The likelihood is differentiable, but there is a terminal maximum (that is, at one end of the range space).
Further use is made of the concept of likelihood in Hypothesis Testing (Chapter 3), but here we will define the term likelihood ratio, and in particular monotone likelihood ratio.
mcs.une.edu.au /~stat354/notes/node58.html   (314 words)

  
 Profile Likelihood Confidence Intervals
Wald-based and likelihood ratio-based confidence intervals are available in the MODEL procedure for computing a confidence interval on an estimated parameter.
is the log likelihood as a function of one parameter.
Note that the likelihood ratio test reported the probability that zo = 40.47543 is 5% but zo = 40.47543 is the upper bound of a 95% confidence interval.
www.asu.edu /sas/sasdoc/sashtml/ets/chap14/sect47.htm   (326 words)

  
 Likelihood Ratio Confidence Bounds for the Exponential Distribution   (Site not responding. Last check: 2007-10-14)
For complete data, the likelihood function for the exponential distribution is given by:
Calculate the 85% two-sided confidence bounds on these parameters using the likelihood ratio method.
In order to calculate the bounds on a time estimate for a given reliability, or on a reliability estimate for a given time, the likelihood function needs to be rewritten in terms of one parameter and time/reliability, so that the maximum and minimum values of the time can be observed as the parameter is varied.
www.weibull.com /LifeDataWeb/likelihood_ratio_confidence_bounds_exp.htm   (551 words)

  
 FAQ: Likelihood-ratio test after survey/robust ML estimation
The "likelihood" for pweighted or clustered MLEs is not a true likelihood; i.e., it is NOT the distribution of the sample.
Where there are pweights, the "likelihood" does not fully account for the "randomness" of the weighted sampling.
The "likelihood" for pweighted or clustered MLEs is used only for the computation of the point estimates and should not be used for variance estimation using standard formulas.
www.stata.com /support/faqs/stat/lrtest.html   (300 words)

  
 BGIM : Maximum Likelihood Estimation Primer   (Site not responding. Last check: 2007-10-14)
The likelihood ratio test provides the means for comparing the likelihood of the data under one hypothesis (usually called the alternate hypothesis) against the likelihood of the data under another, more restricted hypothesis (usually called the null hypothesis, for the experimenter tries to nullify this hypothesis in order to provide support for the former).
The likelihood ratio test answers this question: are the data significantly less likely to have arisen if the null hypothesis is true than if the alternate hypothesis is true?
This is why it is called a likelihood ratio test, but we look at the difference between log-likelihoods.
statgen.iop.kcl.ac.uk /bgim/mle/sslike_5.html   (400 words)

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