Applying skovgaard's modified directed likelihood statistic to mixed linear models

DOI10.1080/00949650008812000zbMath1122.62306OpenAlexW1991766964MaRDI QIDQ4489908

Dawn Peters, Ben Lyons

Publication date: 11 July 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812000

zbMATH Keywords

likelihoodrepeated measuresvariance componentsAsymptoticsmixed modelssmall sample inference

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (6)

Alternatives to the usual likelihood ratio test in mixed linear models ⋮ Improved inference for a boundary parameter ⋮ Asymptotics and the theory of inference ⋮ Interval estimation of the intra-class correlation in general linear mixed effects models ⋮ One-Sided and Two-Sided Tolerance Intervals in General Mixed and Random Effects Models Using Small-Sample Asymptotics ⋮ Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models

Cites Work

• Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
• An explicit large-deviation approximation to one-parameter tests.
• Optimum Tests for Fixed Effects and Variance Components in Balanced Models
• Exact and Approximate Tests for Unbalanced Random Effects Designs
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

This page was built for publication: Applying skovgaard's modified directed likelihood statistic to mixed linear models