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UNDERSTANDING A LIKELIHOOD FLAT PROBLEM: INFERENCES ON THE RATIO OF REGRESSION COEFFICIENTS IN LINEAR MODELS
ENTENDIENDO UN PROBLEMA DE VEROSIMILITUD PLANA: INFERENCIAS SOBRE EL COCIENTE DE COEFICIENTES DE REGRESIÓN EN MODELOS LINEALES
DOI:
https://doi.org/10.15446/rev.fac.cienc.v11n2.97782Keywords:
Shape of the likelihood function; nested models; linear regression model; profile likelihood function. (en)Forma de la función de verosimilitud; modelos anidados; modelo de regresión lineal; función de verosimilitud perfil. (es)
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En este artículo analizamos una forma plana de la función de verosimilitud que surge cuando se realizan inferencias sobre la razón de dos coeficientes de regresión, en un modelo lineal. Debido a esta forma pueden obtenerse intervalos de verosimilitud-confianza de longitud infinita. En los casos que se discuten aquí, estos intervalos de verosimilitud-confianza están relacionados con el problema de modelos anidados. Es fundamental comprender las formas de la función de verosimilitud para criticar de manera legítima las inferencias por verosimilitud. Esto es de particular importancia ya que la función de verosimilitud es un ingrediente clave utilizado en muchos métodos inferenciales
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