LikelihoodRatioTest (ML Engine) - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.10
1.1
Published
October 2019
Language
English (United States)
Last Update
2019-12-31
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B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

The LikelihoodRatioTest function performs the likelihood ratio test for two GLM models, output by the function GLM (ML Engine).

A likelihood ratio test is useful for comparing the fit of a null model and an alternative model. The null model is a special case of the alternative model. The likelihood ratio expresses how many times more likely the data are under one model than the other. You can use the likelihood ratio or its logarithm to compute a p-value, or compare it to a critical value to decide whether to reject the null model in favor of the alternative model.