Model Selection

Ways of telling which model better suits the data.

• Model Selection and Evaluation: Goodness of fit and likelihood ratio tests, C.R. Rao

  Lecture notes from summer school in statistics for astronomers and physicist. Pretty mathy without much plain english explanation.

• A unified approach to model selection using the likelihood ratio test

  Academic paper from Methods in Ecology and Evolution. Open Access.

• FAQ: How are the likelihood ratio, Wald, and Lagrange multiplier (score) tests different and/or similar?

  This page introduces the concepts of the a) likelihood ratio test, b) Wald test, and c) score test. Very little math, mostly explanations and graphs.

Videos and Presentations

• Model Selection part 1, part 2

  Video of a powerpoint in two parts (~30 mins)

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