Construct · 1 fields · 1 citations

Wilks' theorem: a standalone construct

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Mathematical statistics

result that twice the log likelihood ratio for nested models is asymptotically chi-squared, with degrees of freedom equal to the number of restrictions.

In mathematical statistics, Wilks' theorem refers to result that twice the log likelihood ratio for nested models is asymptotically chi-squared, with degrees of freedom equal to the number of restrictions. This meaning comes from Wilks (1938) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

degrees of freedom3 fields · 3 citationsjingle · one term, three constructs likelihood3 fields · 3 citationsjingle · one word, three constructs number3 fields · 6 citationsjingle · one word, three constructs

References

Wilks, S. S. (1938). The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses. The Annals of Mathematical Statistics, 9(1), 60-62. https://doi.org/10.1214/aoms/1177732360

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