Estimate | F | Test statistic | Degrees of freedom (df) | Relative increase in variance ( r ) |
---|---|---|---|---|
A) Scalar | F _{1, v } | , H_{0}: Q = Q _{0} | v = (m - 1)(1 + r ^{-1})^{2} | |
B) Multivariate |
H_{0}:Q = Q _{0}, k = number of parameters |
where a = k(m - 1) | ||
C)
χ ^{2} statistics w _{1},..., w _{ m } |
k = df associated with χ ^{2} tests | |||
D) Likelihood Ratio
χ
^{2}
statistics
w _{ L1},..., w _{ Lm } |
k = number of parameters in fitted model | where a = k(m - 1) |