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GeneralizedLinearRegressionChiSquare Method (Double, Double, Double)

The likelihood ratio test of the overall model, also called the model chi-square test.

Namespace:  Accord.Statistics.Models.Regression
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.5.0
public ChiSquareTest ChiSquare(
	double[][] input,
	double[] output,
	double[] weights
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Type: SystemDouble
A set of input data.
Type: SystemDouble
A set of output data.
Type: SystemDouble
The weights associated with each input vector.

Return Value

Type: ChiSquareTest

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".

See Also