Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood
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...
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Veröffentlicht in: | Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1997, Vol.59 (3), p.701-714 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | 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 Wald 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 χ2-distribution than the Wald test for small data sets. Bartlett adjustment is shown to improve the χ2-approximation for the proposed tests substantially. |
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ISSN: | 1369-7412 0035-9246 1467-9868 |
DOI: | 10.1111/1467-9868.00092 |