Alternatives to the usual likelihood ratio test in mixed linear models

Markus Chagas Stein, Michel Ferreira da Silva and Luiz Henrique Duczmal

Computational Statistics & Data Analysis, 2014, vol. 69, issue C, 184-197

Abstract: The small-sample performance of alternatives to the usual likelihood ratio test in mixed linear models is investigated. Specifically, the following tests for fixed effects are considered: (i) a bootstrap-based test, (ii) the Bartlett-corrected usual test, and (iii) an adjusted profile likelihood ratio test. The last test is derived using an approximation to the modified profile likelihood proposed by Barndorff-Nielsen, based on the work of Severini. Bootstrap resampling is performed to numerically construct a Bartlett correction factor for the usual test statistic, and also to obtain a critical value that does not rely on first-order asymptotics. The numerical evidence presented in the paper slightly favors the Bartlett-corrected usual test. An application to real longitudinal data is presented.

Keywords: Adjusted profile likelihood; Bartlett correction; Bootstrap; Likelihood ratio test; Mixed linear model (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:69:y:2014:i:c:p:184-197

DOI: 10.1016/j.csda.2013.08.002

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