Date: Mon, 22 Jun 2009 15:05:17 -0700
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Shiling Zhang <shiling99@YAHOO.COM>
Subject: Re: Deviance versus log likelihood
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You should use -2(LL_reduced - LL_full) which is distributed as
chi-square df=# of variables reduced.
The error term in logistic or probit model is not useful. The
distribution of Deviance_reduced - Deviance_full is not known. The
definitions of both terms are different. You should not expect they
would be equal to one another.
On Jun 21, 3:17 pm, Bminer <b_mi...@live.com> wrote:
> I am used to testing constraints on parameters (two nested models) in
> logistic regression as either:
> Deviance_reduced - Deviance_full
> -2(LL_reduced - LL_full). Both give the same value to compare to
> critical values of chi-square.
> Using genmod and a normal error, identity link model the two values
> above are not the same. Why?
> Which should be used in a likelihood ratio test?