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ProportionalHazardsChiSquare Method (Double, Double, Int32)

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: 3.8.0
Syntax
public ChiSquareTest ChiSquare(
	double[][] input,
	double[] time,
	int[] output
)
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Parameters

input
Type: SystemDouble
A set of input data.
time
Type: SystemDouble
The time-to-event before the output occurs.
output
Type: SystemInt32
The corresponding output data.

Return Value

Type: ChiSquareTest
Remarks

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