Loading...
The Dragnet Test: A New Approach to Choosing Between Models
Wilson, Paul
Wilson, Paul
Authors
Editors
Other contributors
Affiliation
Epub Date
Issue Date
2008-07-07
Submitted date
Alternative
Abstract
Traditional log-likelihood based methods for choosing between models, be they nested or non-nested, all concentrate on log -likelihoods evaluated at the maximum likelihood estimates of the model parameters. The true model parameters may in fact differ considerably from their maximum likelihood estimates. We propose a method that examines the relative fits of the models over a cross-section of likely parameter values; this method is based upon testing simple hypotheses, and hence avoids pitfalls associated with compound null hypotheses such as biased estimation of p-values.
Citation
Wilson, P. (2008) The Dragnet Test: A New Approach to Choosing Between Models, in Eilers, Paul H. C. (ed.) Proceedings of the 23rd International Workshop on Statistical Modelling, July 7-11, 2008, Utrecht.. Utrecht: Statistical Modelling Society, pp. 448-453.
Publisher
Journal
Research Unit
DOI
PubMed ID
PubMed Central ID
Embedded videos
Additional Links
Type
Conference contribution
Language
en