Applying skovgaard's modified directed likelihood statistic to mixed linear models
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DOI10.1080/00949650008812000zbMATH Open1122.62306OpenAlexW1991766964MaRDI QIDQ4489908FDOQ4489908
Authors: Ben Lyons, Dawn Peters 
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
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Cites Work
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- An explicit large-deviation approximation to one-parameter tests.
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
- Optimum Tests for Fixed Effects and Variance Components in Balanced Models
- Exact and Approximate Tests for Unbalanced Random Effects Designs
Cited In (7)
- Alternatives to the usual likelihood ratio test in mixed linear models
- One-sided and two-sided tolerance intervals in general mixed and random effects models using small-sample asymptotics
- 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
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models
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