1.1 - 8.10 - LikelihoodRatioTest (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

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.