Generalized Quasi-Likelihood Ratio Tests for Semiparametric Analysis of Covariance Models in Longitudinal Data

Generalized Likelihood Ratio Tests for Additive Models

Likelihood Ratio Tests under Local Alternatives in Regular Semiparametric Models

We consider the behavior of likelihood ratio statistics for testing a finite dimensional parameter, or functional of interest, under local alternative hypotheses in regular semiparametric problems. These are problems where √ n–regular estimates of the parameter/functional of interest exist and, in particular, the MLE converges at √ n rate to the true value and is asymptotically normal and effic...

Generalized likelihood ratio tests

Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data

Efficient estimation of the regression coefficients in longitudinal data analysis requires a correct specification of the covariance structure. Existing approaches usually focus on modeling the mean with specification of certain covariance structures, which may lead to inefficient or biased estimators of parameters in the mean if misspecification occurs. In this article, we propose a data-drive...

Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests∗

We introduce a nonparametric bootstrap approach for Quasi-Likelihood Ratio type tests of nonlinear restrictions. Our method applies to extremum estimators, such as quasimaximum likelihood and generalized method of moments estimators. Unlike existing parametric bootstrap procedures for Quasi-Likelihood Ratio type tests, our procedure constructs bootstrap samples in a fully nonparametric way. We ...