Likelihood ratio tests for fixed model terms using residual maximum likelihood

被引:112
作者
Welham, SJ [1 ]
Thompson, R [1 ]
机构
[1] ROSLIN INST,EDINBURGH,MIDLOTHIAN,SCOTLAND
来源
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1997年 / 59卷 / 03期
关键词
adjusted profile likelihood; Bartlett adjustment; likelihood ratio test; residual maximum likelihood; restricted maximum likelihood;
D O I
10.1111/1467-9868.00092
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 Ward 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 chi(2)-distribution than the Wald test for small data sets. Bartlett adjustment is shown to improve the chi(2)-approximation for the proposed tests substantially.
引用
收藏
页码:701 / 714
页数:14
相关论文
共 8 条
[1]  
COX DR, 1987, J ROY STAT SOC B MET, V49, P1
[2]  
DICICCIO TJ, 1994, J ROY STAT SOC B MET, V56, P397
[3]   2-STAGE ANALYSIS BASED ON A MIXED MODEL - LARGE-SAMPLE ASYMPTOTIC THEORY AND SMALL-SAMPLE SIMULATION RESULTS [J].
GIESBRECHT, FG ;
BURNS, JC .
BIOMETRICS, 1985, 41 (02) :477-486
[4]  
LAWLEY DN, 1956, BIOMETRIKA, V43, P295, DOI 10.1093/biomet/43.3-4.295
[5]   ANALYSIS OF RANDOMIZED EXPERIMENTS WITH ORTHOGONAL BLOCK STRUCTURE .I. BLOCK STRUCTURE AND NULL ANALYSIS OF VARIANCE [J].
NELDER, JA .
PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL AND PHYSICAL SCIENCES, 1965, 283 (1393) :147-&
[6]  
NELDER JA, 1968, J ROY STAT SOC B, V30, P303
[7]   RECOVERY OF INTER-BLOCK INFORMATION WHEN BLOCK SIZES ARE UNEQUAL [J].
PATTERSON, HD ;
THOMPSON, R .
BIOMETRIKA, 1971, 58 (03) :545-+
[8]  
SEARLE SR, 1976, BU586M CORN U