Likelihood ratio tests for variance components in linear mixed models
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
---|---|
Data(s) |
20/10/2012
20/10/2012
2009
|
Resumo |
Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved. |
Identificador |
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.139, n.4, p.1435-1448, 2009 0378-3758 http://producao.usp.br/handle/BDPI/30498 10.1016/j.jspi.2008.06.016 |
Idioma(s) |
eng |
Publicador |
ELSEVIER SCIENCE BV |
Relação |
Journal of Statistical Planning and Inference |
Direitos |
restrictedAccess Copyright ELSEVIER SCIENCE BV |
Palavras-Chave | #Asymptotic distribution #Boundary of parameter space #Tests of hypotheses #NONSTANDARD CONDITIONS #Statistics & Probability |
Tipo |
article original article publishedVersion |