Statistics, Handle with Care: Detecting Multiple Model Components with the Likelihood Ratio Test

Abstract

The likelihood ratio test (LRT) and the related F -test, popularized in astrophysics by Eadie and coworkers in 1971, Bevington in 1969, Lampton, Margon, & Bowyer, in 1976, Cash in 1979, and Avni in 1978, do not (even asymptotically) adhere to their nominal χ 2 and F -distributions in many statistical tests common in astrophysics, thereby casting many marginal line or source detections and nondetections into doubt. Although the above authors illustrate the many legitimate uses of these statistics, in some important cases it can be impossible to compute the correct false positive rate. For example, it has become common practice to use the LRT or the F -test to detect a line in a spectral model or a source above background despite the lack of certain required regularity conditions. (These applications were not originally suggested by Cash or by Bevington.) In these and other settings that involve testing a hypothesis that is on the boundary of the parameter space, contrary to common practice, the nominal χ 2 distribution for the LRT or the F-distribution for the F-test should not be used . In this paper, we characterize an important class of problems in which the LRT and the F -test fail and illustrate this nonstandard behavior. We briefly sketch several possible acceptable alternatives, focusing on Bayesian posterior predictive probability values. We present this method in some detail since it is a simple, robust, and intuitive approach. This alternative method is illustrated using the gamma-ray burst of 1997 May 8 (GRB 970508) to investigate the presence of an Fe K emission line during the initial phase of the observation. There are many legitimate uses of the LRT and the F -test in astrophysics, and even when these tests are inappropriate, there remain several statistical alternatives (e.g., judicious use of error bars and Bayes factors). Nevertheless, there are numerous cases of the inappropriate use of the LRT and similar tests in the literature, bringing substantive scientific results into question.