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RESEARCH PRODUCT
The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
Vito M. R. MuggeoGianfranco Lovisonsubject
Statistics and ProbabilityScore testInterpretation (logic)Theoretical computer scienceScale (ratio)General MathematicsLikelihood ratio Wald Score Gradient statistic geometrical interpretation graphical displaySimple (abstract algebra)Likelihood-ratio testStatisticsStatistical inferenceTest statisticStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaStatistical hypothesis testingMathematicsdescription
The presentation of the well known Likelihood Ratio, Wald and Score test statistics in textbooks appears to lack a unified graphical and geometrical interpretation. We present two simple graphical representations on a common scale for these three test statistics, and also the recently proposed Gradient test statistic. These unified graphical displays may favour better understanding of the geometrical meaning of the likelihood based statistics and provide useful insights into their connections.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2014-10-02 | The American Statistician |