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http://hdl.handle.net/1942/467
Title: | The use of score tests for inference on variance components | Authors: | MOLENBERGHS, Geert VERBEKE, Geert |
Issue Date: | 2003 | Source: | Verbeke, Geert & Molenberghs, Geert & Aerts, Marc & Fieuws, Steffen (Ed.) Proceedings of the 18th International Workshop on Statistical Modelling,. p. 317-321. | 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. | Keywords: | boundary condition; likelihood ratio test; linear mixed model; onesided test; variance component | Document URI: | http://hdl.handle.net/1942/467 | Link to publication/dataset: | http://www.statmod.org/files/proceedings/iwsm2003_proceedings.pdf | ISBN: | 9080793418 | Category: | C2 | Type: | Proceedings Paper |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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molg24.pdf | Peer-reviewed author version | 139.98 kB | Adobe PDF | View/Open |
iwsm2003_proceedings-333-337.pdf | Published version | 201.04 kB | Adobe PDF | View/Open |
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