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2024-03-20 22:33什么叫LR檢驗(yàn)?基礎(chǔ)課講義沒(méi)有講過(guò)呀
所屬:CFA Level II > Quantitative Methods 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Huang助教
2024-03-21 22:33
該回答已被題主采納
同學(xué)你好,
LR test是一種用于評(píng)估邏輯回歸模型擬合度的方法。它基于對(duì)數(shù)似然度量來(lái)描述模型對(duì)數(shù)據(jù)的擬合程度。
The likelihood ratio (LR) test is a method to assess the fit of logistic regression models and is based on the log-likelihood metric that describes the fit to the data.
The LR test statistic is
LR = ?2 × (Log-likelihood restricted model – Log-likelihood unrestricted model).
基礎(chǔ)課截圖放下面了。
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