Using gamfit Function & LR Hypothesis Test in MATLAB

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SUMMARY

The discussion focuses on using the gamfit function in MATLAB to fit data to a gamma distribution and the subsequent calculation of standard errors from confidence intervals. The user provides an example where the maximum likelihood estimates (MLEs) are a = 2 and b = 4, with confidence intervals calculated as ci = [1.6840, 2.8298; 2.7141, 4.6554]. Additionally, the user seeks guidance on performing a likelihood ratio hypothesis test using the lratiotest function, specifically on how to obtain the NullLLF and BaseLLF values. The standard error is derived from the confidence interval using the formula standard error = (upper limit – lower limit) / 3.92.

PREREQUISITES
  • Familiarity with MATLAB programming environment
  • Understanding of gamma distribution and its parameters
  • Knowledge of maximum likelihood estimation (MLE)
  • Basic concepts of likelihood ratio tests
NEXT STEPS
  • Research how to compute standard errors from confidence intervals in statistical analysis
  • Learn about maximum likelihood estimation in depth, particularly in MATLAB
  • Explore the lratiotest function in MATLAB for hypothesis testing
  • Study the implications of confidence intervals and their interpretation in statistical modeling
USEFUL FOR

This discussion is beneficial for data analysts, statisticians, and researchers using MATLAB for statistical modeling, particularly those interested in gamma distributions and hypothesis testing methodologies.

joinlia
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Hello,
I fit my data to gamma distribution using the gamfit function of MATLAB.
The gamfit function returns MLEs and 95% percent confidence intervals as follows:
• a = 2; b = 4;data = gamrnd(a,b,100,1);
• [p,ci] = gamfit(data)
• p =
• 2.1990 3.7426
• ci =
• 1.6840 2.8298
• 2.7141 4.6554
I am interested in finding the standard error of the coefficients rather than the confidence interval.
I want to know how to compute the standard errors based on the confidence interval??

Moreover, likelihood ratio hypothesis test were used to test hypotheses such as p(1)=0.5, but I don’t know how to obtaine and input the NullLLF and BaseLLF values

Syntax likelihood ratio hypothesis test
[H,pValue,Ratio,CriticalValue]=lratiotest(BaseLLF,NullLLF,DoF,Alpha)
 
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From a quick google search, you can find that the standard error = (upper limit – lower limit) / 3.92.
 
Last edited:

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