Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/415
Title: | The use of score tests for inference on variance components | Authors: | VERBEKE, Geert MOLENBERGHS, Geert |
Issue Date: | 2003 | Publisher: | BLACKWELL PUBLISHING LTD | Source: | Biometrics, 59(2). p. 254-262 | Abstract: | Whenever inference for variance components is required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statistics need to be developed, and their null distribution derived. While this has received considerable attention in the context of the likelihood ratio test, there appears to be much confusion about the related problem for the score test. The aim of this paper is to illustrate that classical (two-sided) score test statistics, frequently advocated in practice, cannot be used in this context, but that well-chosen one-sided counterparts could be used instead. The relation with likelihood ratio tests will be established, and all results are illustrated in an analysis of continuous longitudinal data using linear mixed models | Keywords: | boundary condition; likelihood ratio test; linear mixed model; one-sided test; score test; variance component | Document URI: | http://hdl.handle.net/1942/415 | Link to publication/dataset: | https://www.researchgate.net/publication/280226609_The_use_of_score_tests_for_inference_on_variance_components | ISSN: | 0006-341X | e-ISSN: | 1541-0420 | DOI: | 10.1111/1541-0420.00032 | ISI #: | 000183735100006 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2004 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
molg01.pdf | Peer-reviewed author version | 2.44 MB | Adobe PDF | View/Open |
Verbeke_et_al-2003-Biometrics.pdf | Published version | 229.17 kB | Adobe PDF | View/Open |
SCOPUSTM
Citations
129
checked on Sep 3, 2020
WEB OF SCIENCETM
Citations
147
checked on Apr 30, 2024
Page view(s)
64
checked on Sep 7, 2022
Download(s)
240
checked on Sep 7, 2022
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.