Hi,
I am trying to test whether the maximum likelihood (ML) estimates of a
parameter from the the results of running 'optim', are different. After
searching the R-help archives, I have seen only 2 prior posts where a less
detailed question has been asked about "general hypothesis testing after
'optim'", and a response offered that a likelihood ratio test (LRT) could
work--However an LRT would be more applicable for comparing nested models I
think.
In my situation I have two point estimates and I would like to know if
they are significantly different from each other. From 'optim', you can
pull out the hessian and extract the variance about a given estimate, but
thats as far as I have gotten. Are there any resources/ideas on how to
perform an appropriate test on these ML parameter estimates?
Any help will be much appreciated!
Cheers,
LP
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