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Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood
Author(s) -
Welham S. J.,
Thompson R.
Publication year - 1997
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00092
Subject(s) - likelihood ratio test , wald test , score test , mathematics , statistics , residual , statistic , restricted maximum likelihood , test statistic , maximum likelihood , fixed effects model , statistical hypothesis testing , panel data , algorithm
Likelihood ratio tests for fixed model terms are proposed for the analysis of linear mixed models when using residual maximum likelihood estimation. Bartlett‐type adjustments, using an approximate decomposition of the data, are developed for the test statistics. A simulation study is used to compare properties of the test statistics proposed, with or without adjustment, with a Wald test. A proposed test statistic constructed by dropping fixed terms from the full fixed model is shown to give a better approximation to the asymptotic χ 2 ‐distribution than the Wald test for small data sets. Bartlett adjustment is shown to improve the χ 2 ‐approximation for the proposed tests substantially.