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- Sun Jul 24, 2011 8:12 pm
- Forum: Programming
- Topic: Likelihood Ratio test
- Replies: 0
- Views: 1537
Likelihood Ratio test
Hello everybody! :) I want to perform a Likelihood Ratio test to see if the correlation matrix of the residuals from some regressions are statistically significant as a group... (to test the hypothesis that the correlation matrix is is equal to the identity matrix.) As shown in Morrison (1967), the ...