Re: [R] Off topic -2 Ln Lambda and Chi square

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Tue 12 Jul 2005 - 01:18:55 EST


If you meant the lambda as the likelihood ratio test statistic, the asymptotic chi-squared distribution comes from the asymptotic normality of the MLEs. The proof is in a paper by Abraham Wald in 1943. See Stuart & Ord (Kendall's Advanced Statistics) for discussion (e.g., vol. 2, 5th edition).

Andy

> From: Laura Holt
>
> Dear R :
>
> Sorry for the off topic question, but does anyone know the
> reference for
> the -2 Ln Lambda following a Chi Square distribution, please?
>
> Possibly one of Bartlett's?
>
> Thanks in advance!
>
> Sincerely,
> Laura Holt
> mailto: lauraholt_983@hotmail.com
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jul 12 01:26:56 2005

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