Inferential Statisticshard
0:00.0
When comparing two nested models using the Likelihood Ratio Test, suppose the full model has parameters and the reduced model has parameters. If the true data generation process is not contained in either model, how does the Wilks' Theorem behave?
When comparing two nested models using the Likelihood Ratio Test, suppose the full model has parameters and the reduced model has parameters. If the true data generation process is not contained in either model, how does the Wilks' Theorem behave?