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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| container_end_page | 714 |
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| container_issue | 3 |
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| container_title | Journal of the Royal Statistical Society. Series B, Methodological |
| container_volume | 59 |
| creator | Welham, S. J. Thompson, R. |
| description | 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. |
| doi_str_mv | 10.1111/1467-9868.00092 |
| format | Article |
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J.</creatorcontrib><creatorcontrib>Thompson, R.</creatorcontrib><title>Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood</title><title>Journal of the Royal Statistical Society. Series B, Methodological</title><description>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.</description><subject>Adjusted profile likelihood</subject><subject>Approximation</subject><subject>Bartlett adjustment</subject><subject>Datasets</subject><subject>Degrees of freedom</subject><subject>Exact sciences and technology</subject><subject>Likelihood ratio test</subject><subject>Linear inference, regression</subject><subject>Mathematics</subject><subject>Matrices</subject><subject>Maximum likelihood estimation</subject><subject>Maximum likelihood estimators</subject><subject>Multivariate analysis</subject><subject>Parametric models</subject><subject>Probability</subject><subject>Probability and statistics</subject><subject>Ratio test</subject><subject>Residual maximum likelihood</subject><subject>Restricted maximum likelihood</subject><subject>Sciences and techniques of general use</subject><subject>Statistical methods</subject><subject>Statistical variance</subject><subject>Statistics</subject><issn>1369-7412</issn><issn>0035-9246</issn><issn>1467-9868</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1997</creationdate><recordtype>article</recordtype><recordid>eNqFkcFPwjAYxRejiYqevXjowcTToO26tT0KETEBTABj4qXptk4LG8V2i_DfW5yBo720-d57v3x5DYIbBLvInx4iCQ05S1gXQsjxSXBxmJz6d5TwkBKEz4NL55beAhMaXQTTsV6pUn8ak4OZrLUBC-VqBwpjwVBvVQ4mJleln9rKgcbp9QeYKafzRpZgIre6aipwZFwFZ4Usnbr-uzvB6_BxMRiF45en58HDOMxihHCYxDFXPMqxzAgkitEc0pwpHEc0kzKFaYoQZRQRnivOsiLBPI1xKuMkTTFXcdQJ7lvuxpqvxm8sKu0yVZZyrUzjBIs4pIQw6J291plZ45xVhdhYXUm7EwiKfXFiX5PY1yR-i_OJuz-2dJksCyvXmXaHGPaLsV8baW3fulS7_6hiNp_3W_ptG1u62tgjNSIJRNzLYStrV6vtQZZ2Jfx_0Vi8TZ_EtP82mr5P-mIe_QBsZ5R0</recordid><startdate>1997</startdate><enddate>1997</enddate><creator>Welham, S. 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J. ; Thompson, R.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c5112-6559e93d2ac404e87d07d8e2537caab0bb11787149de98cf629b52ba56bb29e53</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1997</creationdate><topic>Adjusted profile likelihood</topic><topic>Approximation</topic><topic>Bartlett adjustment</topic><topic>Datasets</topic><topic>Degrees of freedom</topic><topic>Exact sciences and technology</topic><topic>Likelihood ratio test</topic><topic>Linear inference, regression</topic><topic>Mathematics</topic><topic>Matrices</topic><topic>Maximum likelihood estimation</topic><topic>Maximum likelihood estimators</topic><topic>Multivariate analysis</topic><topic>Parametric models</topic><topic>Probability</topic><topic>Probability and statistics</topic><topic>Ratio test</topic><topic>Residual maximum likelihood</topic><topic>Restricted maximum likelihood</topic><topic>Sciences and techniques of general use</topic><topic>Statistical methods</topic><topic>Statistical variance</topic><topic>Statistics</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Welham, S. J.</creatorcontrib><creatorcontrib>Thompson, R.</creatorcontrib><collection>Istex</collection><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>International Bibliography of the Social Sciences (IBSS)</collection><collection>International Bibliography of the Social Sciences</collection><collection>International Bibliography of the Social Sciences</collection><jtitle>Journal of the Royal Statistical Society. Series B, Methodological</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Welham, S. J.</au><au>Thompson, R.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood</atitle><jtitle>Journal of the Royal Statistical Society. Series B, Methodological</jtitle><date>1997</date><risdate>1997</risdate><volume>59</volume><issue>3</issue><spage>701</spage><epage>714</epage><pages>701-714</pages><issn>1369-7412</issn><issn>0035-9246</issn><eissn>1467-9868</eissn><coden>JSTBAJ</coden><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 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.</abstract><cop>Oxford, UK and Boston, USA</cop><pub>Blackwell Publishers Ltd</pub><doi>10.1111/1467-9868.00092</doi><tpages>14</tpages><oa>free_for_read</oa></addata></record> |
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| identifier | ISSN: 1369-7412 |
| ispartof | Journal of the Royal Statistical Society. Series B, Methodological, 1997, Vol.59 (3), p.701-714 |
| issn | 1369-7412 0035-9246 1467-9868 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_839074480 |
| source | Jstor Complete Legacy; Oxford University Press Journals All Titles (1996-Current); Wiley Online Library All Journals; JSTOR Mathematics & Statistics |
| subjects | Adjusted profile likelihood Approximation Bartlett adjustment Datasets Degrees of freedom Exact sciences and technology Likelihood ratio test Linear inference, regression Mathematics Matrices Maximum likelihood estimation Maximum likelihood estimators Multivariate analysis Parametric models Probability Probability and statistics Ratio test Residual maximum likelihood Restricted maximum likelihood Sciences and techniques of general use Statistical methods Statistical variance Statistics |
| title | Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood |
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