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
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.