Probability & Statistics Seminar

Complex likelihood ratio test for generalized linear models

  • 演讲者:童行伟(北京师范大学)

  • 时间:2018-11-18 11:30-12:30

  • 地点:慧园3栋 415报告厅

In this talk, we consider a special hypothesis test. First, we use it to analyze the common linear model and proposed a decision rule to control Type I error. Then we extend it to the generalized linear model (GLM). To be compatible with GLM, we propose a new definition with complex likelihood function and complete likelihood ratio test for GLM, which better fits the problem.