Standard asymptotic chi-square distribution of the likelihood ratio and score statistics under the null hypothesis does not hold when the parameter value is on the boundary of the parameter space. In mixed models it is of interest to test for a zero random effect variance component. Some available tests for the variance component are reviewed and a new test within the permutation framework is presented. The power and significance level of the different tests are investigated by means of a Monte Carlo simulation study. The proposed test has a significance level closer to the nominal one and it is more powerful.

The use of permutation tests for variance components in linear mixed models / M. Samuh; L. Grilli; C. Rampichini; L. Salmaso; N. Lunardon. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - STAMPA. - 41:(2012), pp. 3020-3029. [10.1080/03610926.2011.587933]

The use of permutation tests for variance components in linear mixed models

GRILLI, LEONARDO;RAMPICHINI, CARLA;
2012

Abstract

Standard asymptotic chi-square distribution of the likelihood ratio and score statistics under the null hypothesis does not hold when the parameter value is on the boundary of the parameter space. In mixed models it is of interest to test for a zero random effect variance component. Some available tests for the variance component are reviewed and a new test within the permutation framework is presented. The power and significance level of the different tests are investigated by means of a Monte Carlo simulation study. The proposed test has a significance level closer to the nominal one and it is more powerful.
2012
41
3020
3029
M. Samuh; L. Grilli; C. Rampichini; L. Salmaso; N. Lunardon
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/673802
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