Wald test | Likelihood ratio test | Score test

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  • Опубликовано: 25 дек 2024

Комментарии • 42

  • @abdulrahmanalshammari7256
    @abdulrahmanalshammari7256 6 лет назад +44

    This work is much appreciated. Thanks a lot for your clear explanation. Could you please provide an example and show how to use the tests?

  • @kristny1284
    @kristny1284 4 года назад +5

    I was looking for an explanation of the Wald test. This was perfect! Great visual and great explanation. Thank you.

  • @JC-dl1qr
    @JC-dl1qr 5 лет назад +5

    Never been this clear! Appreciate this explanation.

  • @aakupsp
    @aakupsp 4 года назад +4

    Thank you @zedstatistics for this amazing video. Without having much information regarding mathematics I am able to grasp the overall concept and difference between three methods. One thing that might help me would be real-life examples where these tests could be applied. For example anomaly detection, etc.

  • @gurns681
    @gurns681 2 года назад

    All these concepts have finally clicked.. Thank you!

  • @deniseniu5406
    @deniseniu5406 5 лет назад +2

    Great video. It is so much clearer than my prof.

  • @mbikaziketelo5707
    @mbikaziketelo5707 3 года назад +1

    Hello I just need to check if you got sometime and show how is the LRT converges to a Chi-square distribution?

  • @whetstoneguy6717
    @whetstoneguy6717 4 года назад +2

    Mr. Justin Z--you state at 13.25 of the video there is additional information in the Textbook. Please provide me information about the Textbook so I can purchase it. Also, the video, although excellent, did not contain any examples. If the examples are in the Textbook, once I get the Textbook I will hopefully have a better understand of the Wald Test, etc. Thank you. WhetstoneGuy

  • @weiweima8775
    @weiweima8775 Год назад

    Best explanation I have ever seen! Thanks a lot!!!

  • @tassoskat8623
    @tassoskat8623 3 года назад +1

    Hello there. Which is the textbook that is referred on the end of the video. I would love to follow along!

  • @antonsharov2308
    @antonsharov2308 4 года назад +1

    Hi, thank you for this video. Shouldn't there be absolute value for theta_hat - theta_0 on 7:02 ?

  • @batatambor
    @batatambor 4 года назад +5

    I really appreciate your videos. However it's hard for me to relate the last 4 videos of this series. The first two are pretty clear but I can't really see when to use a Likelihood approach and when to use a confidence interval approach to determine the parameters of a sample. Then we have a whole video on hypothesis testing, in which we use confidence intervals and p-values to acess probabilities of accepting and rejecting hypothesis to finally see another approach of Hypothesis testing, now using Likelihood functions, again. It seems to me that we have a bunch of different tools to assess the same information and it's not clear to me when use each one of them. Your videos are great, thought.

  • @talyasadon9158
    @talyasadon9158 2 года назад

    Thank you so much! All of your videos are so informative and helpful!

  • @Maihuit
    @Maihuit 4 года назад +6

    Thanks for the video sir, Could you explain to me why are we multiplying 2 to LR ?
    And is score test same as Lagrange multiplier test?

    • @duartevader
      @duartevader 4 года назад

      Score test is the same as Lagrange multiplier

  • @gavingordon7782
    @gavingordon7782 4 года назад +1

    Thank you for the insight!! Much appreciated. Nice colour scheme it's easy on my eyes

  • @alexisgarofalo6783
    @alexisgarofalo6783 10 месяцев назад

    Thank you so much for this video!! Needed something to explain the big picture

  • @luisalfonsoprudenciobarrie2670
    @luisalfonsoprudenciobarrie2670 9 месяцев назад

    What is the name of the textbook??? Thanks for the work mate

  • @Dupamine
    @Dupamine 8 месяцев назад

    What does it mean that wald test is chi square distributed ? I know what is chi square but can anyone elaborate

  • @particleonazock2246
    @particleonazock2246 3 года назад

    What are tthe prerequisite videos for this?

  • @panosp5711
    @panosp5711 11 дней назад

    very clear explanation of wald test thank y

  • @mbikaziketelo5707
    @mbikaziketelo5707 3 года назад

    I love your videos very much .

  • @farheenahmed5103
    @farheenahmed5103 3 года назад

    Thanks for the video! I am a bit confused about why a confounder is sometimes a nonsignificant predictor based on likelihood ratio test. By definition a confounder has association with both - exposure and the outcome, and it's not in the causal pathway.
    So, if a regressor is a confounder, the p value of LR test on it's removal from the model should be significant, right?
    Why is it the case that regressors sometimes have nonsignificant p value of LR test on their removal from the model but are found to be a confounder as per change-in-estimate criteria? Is this because of type 2 error in LR test where we accepted the null hypothesis when we shouldn't have done so?

  • @PedroRibeiro-zs5go
    @PedroRibeiro-zs5go 5 лет назад +1

    Thanks!!! That's a great video and intuitive explanation!

  • @jcg7990
    @jcg7990 2 года назад

    What is the textbook you are referring to?

  • @wolfgangi
    @wolfgangi 5 лет назад +1

    is score test the same as white test?

  • @hilariomolinaii355
    @hilariomolinaii355 8 месяцев назад

    What is the title of the text book?

  • @mehrdadkazemi3969
    @mehrdadkazemi3969 2 года назад

    Amazing work here. thank you so much

  • @oluremiabayomi5924
    @oluremiabayomi5924 4 года назад

    Thank you very much. I’m grateful

  • @avestaabdulrahman6549
    @avestaabdulrahman6549 4 года назад

    Thank you very much, your work is great!

  • @yucongwu3067
    @yucongwu3067 4 года назад

    Much appreciated for your explanation!

  • @michaelxh8
    @michaelxh8 5 лет назад +1

    Great video, Very clear, thank you very much!

  • @firdovsihasanzada
    @firdovsihasanzada 5 лет назад

    You are great! Thanks for the explanation.

  • @MrTugebox
    @MrTugebox 4 года назад

    Perfect explanation

  • @ctnelsoncar
    @ctnelsoncar 6 лет назад +3

    Saved my life

  • @conigrave
    @conigrave 3 года назад

    Very clear, thanks!

  • @콘충이
    @콘충이 4 года назад +1

    Awesome!

  • @콘충이
    @콘충이 4 года назад

    Thanks!

  • @happyandhealthy888
    @happyandhealthy888 Год назад

    have a look on zero.

  • @happyandhealthy888
    @happyandhealthy888 Год назад

    zero is good.

  • @biswajitpattnaik3433
    @biswajitpattnaik3433 5 лет назад +1

    u need to be louder & pronounce words clearly in ur videos

  • @sirabhop.s
    @sirabhop.s Год назад

    Thanks!