Wilks 1938: under regularity conditions, twice the log-likelihood-ratio between nested models converges in distribution to chi-squared with degrees-of-freedom equal to the difference in parameter dimensions, under H0. Foundation of LR…
Wilks 1938: under regularity conditions, twice the log-likelihood-ratio between nested models converges in distribution to chi-squared with degrees-of-freedom equal to the difference in parameter dimensions, under H0. Foundation of LR…