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. https://doi.org/10.1111/1467-9868.00092

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)https://doi.org/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

Permalink - https://repository.rothamsted.ac.uk/item/87983/likelihood-ratio-tests-for-fixed-model-terms-using-residual-maximum-likelihood

Restricted files

Publisher's version

Under embargo indefinitely

182 total views
2 total downloads
1 views this month
0 downloads this month