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Uni Köln > WiSo-Fakultät > Seminar für Wirtschafts- und Sozialstatistik > Institut > LS Mosler > Prof. Mosler > Publikationen
Publikationen von Univ.-Prof. Dr. Karl Mosler |
Abstract: Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models (Wilfried Seidel, Karl Mosler and Manfred Alker) |
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| The paper compares several versions of the likelihood ratio test for exponential homogeneity against two exponentials. They are based on different implementations of the likelihood maximization algortihm. We show that global maximization of the likelihood is not appropriate to obtain a good power of the LR test. A simple starting strategy for the EM algorithm, which under the null hypothesis often fails to find the global maximum, results in a rather powerful test. On the other hand, a multuple starting strategy that comes close to global maximization under both the null and the alternative hypotheses leads to inferior power. | ||||
Keywords: Maximum likelihood, likelihood ratio tests, mixtures of exponentials, homogeneity tests, EM algorithm. |
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