GeneralizedLinearRegressionChiSquare Method (Double, Double) |
Namespace: Accord.Statistics.Models.Regression
The Chi-square test, also called the likelihood ratio test or the log-likelihood test is based on the deviance of the model (-2*log-likelihood). The log-likelihood ratio test indicates whether there is evidence of the need to move from a simpler model to a more complicated one (where the simpler model is nested within the complicated one).
The difference between the log-likelihood ratios for the researcher's model and a simpler model is often called the "model chi-square".