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Model selection, LRT test

On 18/06/11 03:12, Arnaud Mosnier wrote:
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