Applying skovgaard's modified directed likelihood statistic to mixed linear models
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1086067
- Improved testing inference in mixed linear models
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
Cites work
- An explicit large-deviation approximation to one-parameter tests.
- 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
- Optimum Tests for Fixed Effects and Variance Components in Balanced Models
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
Cited in
(7)- One-sided and two-sided tolerance intervals in general mixed and random effects models using small-sample asymptotics
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- 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
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
This page was built for publication: Applying skovgaard's modified directed likelihood statistic to mixed linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4489908)