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Re: st: deviance test


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: deviance test
Date   Sun, 21 Dec 2008 15:38:56 -0500

Maarten is absolutely correct.

The deviance for model X is: (log-likelihood for saturated model) - (log likelihood for model X)

This makes the deviance for the saturated model equal to zero. The likelihood ratio test statistic for comparing models X & Y (nested in X) is identical to the Deviance test statistic for comparing the same 2 models:

Deviance for Y - Deviance for X = (log-likelihood for X) - (log- likelihood for Y)


-Steve



On Dec 21, 2008, at 9:03 AM, Maarten buis wrote:

--- Sebastián Daza <[email protected]> wrote:
I need get deviance-based hypothesis test (df) with stata (10) for a
logistic model:

Aren't deviance-based tests just a variation on likelihood ratio tests?
In that case, see -help lrtest-.


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