A problem with the likelihood ratio test for a change-point hazard rate model
变点风险率模型似然比检验的一个问题AI 解读 ↓
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变点风险率模型似然比检验的一个问题AI 解读 ↓
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A likelihood ratio test for constant hazard against a step change alternative has received considerable attention in recent years. Additional information in the maximum likelihood estimate of the change-point can seriously affect interpretation of test results. Some simple modifications are considered for which exact percentage points can be derived. Monte Carlo power and mean squared error comparisons are encouraging.
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