Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models
نویسندگان
چکیده
منابع مشابه
A note on the asymptotic distribution of likelihood ratio tests to test variance components.
When using maximum likelihood methods to estimate genetic and environmental components of (co)variance, it is common to test hypotheses using likelihood ratio tests, since such tests have desirable asymptotic properties. In particular, the standard likelihood ratio test statistic is assumed asymptotically to follow a chi2 distribution with degrees of freedom equal to the number of parameters te...
متن کاملA New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...
متن کاملLikelihood Ratio Tests in Multivariate Variance Components Models
ii Acknowledgements In preparing this thesis I am indebted to many people. First of all, I wish to express my sincere gratitude to Professor Chihiro Hirotsu, my thesis supervisor, for his guidance and encouragement. Komaki for their valuable comments and suggestions. Finally I am very grateful to my parents for their continual encouragement, and to my wife, Hisae, who has shared both my joy and...
متن کاملTesting multiple variance components in linear mixed-effects models.
Testing zero variance components is one of the most challenging problems in the context of linear mixed-effects (LME) models. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under this null hypothesis is incorrect because the null is on the boundary of the parameter space. During the last two decades many tests have been proposed to overcome this diffic...
متن کاملAsymptotic Law of Likelihood Ratio for Multilayer Perceptron Models
We consider regression models involving multilayer perceptrons (MLP) with one hidden layer and a Gaussian noise. The data are assumed to be generated by a true MLP model and the estimation of the parameters of the MLP is done by maximizing the likelihood of the model. When the number of hidden units of the true model is known, the asymptotic distribution of the likelihood ratio (LR) statistic i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2019
ISSN: 0167-9473
DOI: 10.1016/j.csda.2019.01.014