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Likelihood ratio test of model specification
h = lratiotest(uLogL,rLogL,dof) returns a logical value (h) with the rejection decision from conducting a likelihood ratio test of model specification.
lratiotest constructs the test statistic using the loglikelihood objective function evaluated at the unrestricted model parameter estimates (uLogL) and the restricted model parameter estimates (rLogL). The test statistic distribution has dof degrees of freedom.
If uLogL or rLogL is a vector, then the other must be a scalar or vector of equal length. lratiotest(uLogL,rLogL,dof) treats each element of a vector input as a separate test, and returns a vector of rejection decisions.
If uLogL or rLogL is a row vector, then lratiotest(uLogL,rLogL,dof) returns a row vector.
h = lratiotest(uLogL,rLogL,dof,alpha) returns the rejection decision of the likelihood ratio test conducted at significance level alpha.
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