Monday, March 24, 2008

likelihood-ratio test

Added a new Tcl script, lrt.tcl, to calibrate the likelihood ratio test. Currently only works with one data set. The user defines two models (by default model0 and model1) then the script generates a user-specified number of simulated data sets based on model0 and for each one evaluates the log(likelihood ratio) between model1 and model0. The script returns the fraction of simulations with a smaller log(LR) than the data.

I will then use lrt.tcl as the basis for a script to calculate F-test probabilities for
adding an additional model component.

No comments: