A - Papers appearing in refereed journals
Welham, S. J. and Thompson, R. 1997. Likelihood ratio tests for fixed model terms using residual maximum likelihood. Journal of the Royal Statistical Society, Series B (Statistical Methodology). 59 (3), pp. 701-714. https://doi.org/10.1111/1467-9868.00092
Authors | Welham, S. J. and Thompson, R. |
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Abstract | Likelihood ratio tests for fixed model terms are proposed for the analysis of linear mixed models when using residual maximum likelihood estimation. Bartlett-type adjustments, using an approximate decomposition of the data, are developed for the test statistics. A simulation study is used to compare properties of the test statistics proposed, with or without adjustment, with a Ward test. A proposed test statistic constructed by dropping fixed terms from the full fixed model is shown to give a better approximation to the asymptotic chi(2)-distribution than the Wald test for small data sets. Bartlett adjustment is shown to improve the chi(2)-approximation for the proposed tests substantially. |
Keywords | Statistics & Probability |
Year of Publication | 1997 |
Journal | Journal of the Royal Statistical Society, Series B (Statistical Methodology) |
Journal citation | 59 (3), pp. 701-714 |
Digital Object Identifier (DOI) | https://doi.org/10.1111/1467-9868.00092 |
Open access | Published as non-open access |
Funder project or code | 207 |
445 | |
Project: 141146 | |
Output status | Published |
Copyright license | Publisher copyright |
ISSN | 1369-7412 |
Publisher | Wiley-Blackwell |
Permalink - https://repository.rothamsted.ac.uk/item/87983/likelihood-ratio-tests-for-fixed-model-terms-using-residual-maximum-likelihood
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