LIKELIHOOD RATIO TESTS FOR FIXED MODEL TERMS USING RESIDUAL MAXIMUM-LIKELIHOOD

Citation
Sj. Welham et R. Thompson, LIKELIHOOD RATIO TESTS FOR FIXED MODEL TERMS USING RESIDUAL MAXIMUM-LIKELIHOOD, Journal of the Royal Statistical Society. Series B: Methodological, 59(3), 1997, pp. 701-714
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
59
Issue
3
Year of publication
1997
Pages
701 - 714
Database
ISI
SICI code
1369-7412(1997)59:3<701:LRTFFM>2.0.ZU;2-C
Abstract
Likelihood ratio tests for fixed model terms are proposed for the anal ysis of linear mixed models when using residual maximum likelihood est imation. Bartlett-type adjustments, using an approximate decomposition of the data, are developed for the test statistics. A simulation stud y is used to compare properties of the test statistics proposed, with or without adjustment, with a Ward test. A proposed test statistic con structed by dropping fixed terms from the full fixed model is shown to give a better approximation to the asymptotic chi(2)-distribution tha n the Wald test for small data sets. Bartlett adjustment is shown to i mprove the chi(2)-approximation for the proposed tests substantially.