Likelihood ratio tests for fixed model terms using residual maximum likelihood

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.

AuthorsWelham, S. J. and Thompson, R.
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.

KeywordsStatistics & Probability
Year of Publication1997
JournalJournal of the Royal Statistical Society, Series B (Statistical Methodology)
Journal citation59 (3), pp. 701-714
Digital Object Identifier (DOI)doi:10.1111/1467-9868.00092
Open accessPublished as non-open access
Funder project or code207
445
Project: 141146
Output statusPublished
Copyright licensePublisher copyright
ISSN1369-7412
PublisherWiley-Blackwell

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