胡纯严,胡良平.如何正确运用χ2检验——似然比检验与SAS实现[J].四川精神卫生杂志,2021,34(6):504-509.Hu Chunyan,Hu Liangping,How to use χ2 test correctly——the likelihood ratio test and the implementation of SAS software[J].SICHUAN MENTAL HEALTH,2021,34(6):504-509 |
如何正确运用χ2检验——似然比检验与SAS实现 |
How to use χ2 test correctly——the likelihood ratio test and the implementation of SAS software |
投稿时间:2021-11-10 |
DOI:10.11886/scjsws20211110006 |
中文关键词: 似然比检验 参数空间 嵌套模型 全模型 χ2分布 |
英文关键词:Likelihood ratio test Parametric space Nested model Full model χ2 distribution |
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中文摘要: |
本文目的是介绍似然比检验与SAS实现,包括似然比检验统计量的3种定义和6种较常用的似然比检验统计量。3种定义分别为基于参数向量的空间大小来构造似然比检验统计量、基于两个嵌套统计模型来构造似然比检验统计量和基于全模型与部分模型来构造似然比检验统计量;6种较常用的似然比检验统计量分别是一般似然比χ2检验统计量、校正似然比χ2检验统计量、剖面似然比χ2检验统计量、拟似然比χ2检验统计量、伪似然比χ2检验统计量和Rao-Scott似然比χ2检验统计量。本文通过两个实例,借助SAS软件实现似然比χ2检验,对输出结果作出解释,并给出统计结论和专业结论。 |
英文摘要: |
The purpose of this article was to introduce the likelihood ratio test and the SAS implementation. Specifically, three definitions of the likelihood ratio test statistics and six more commonly used likelihood ratio test statistics were introduced. The three definitions were called based on the spatial size of the parameter vector to construct the likelihood ratio test statistic, based on the two nested statistical models to construct the likelihood ratio test statistic and based on the full model and partial model to construct the likelihood ratio test statistic; the six commonly used likelihood ratio test statistics were the general likelihood ratio χ2 test statistic,the adjusted likelihood ratio χ2 test statistic,the profile likelihood ratio χ2 test statistic,the quasi-likelihood ratio χ2 test statistic,the pseudo-likelihood ratio χ2 test statistic,and the Rao-Scott likelihood ratio χ2 test statistic. In the paper, through two examples, and with the help of the SAS software, the likelihood ratio χ2 tests were realized, the SAS calculation results were output and explained, and statistical and professional conclusions were made. |
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