Model selection, LRT test
On 18/06/11 03:12, Arnaud Mosnier wrote:
Dear list, If I do not make a mistake, use of Likelihood ratio test is precluded when two models have the same number of degree of freedom. Is there a way to test which one is the best when both are close in AIC value (difference< 5) or do I have to conclude that they are "equivalent" ?
In my understanding the LRT makes sense *only* if the two models
are *nested*; one (the ``null'' or ``restricted'' model is a sub-model
of the ``full'' or ``alternative'' model. Whence there *has* to be a
difference in the number of parameters.
I do not know if it is possible to do formal inference as to whether
one model ``improves'' over the other in settings in which the
models are not nested.
cheers,
Rolf Turner