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  • 标题:Asymptotic Expansions of the Null Distribution of the LR Test Statistic for Random-Effects Covariance Structure in a Parallel Profile Model
  • 本地全文:下载
  • 作者:Yu Inatsu ; Hirofumi Wakaki
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2016
  • 卷号:46
  • 期号:1
  • 页码:51-79
  • DOI:10.14490/jjss.46.51
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:

    This paper is concerned with the null distribution of the likelihood ratio test statistic − 2log Λ for testing the adequacy of a random-effects covariance structure in a parallel profile model. It is known that the null distribution of − 2log Λ converges to χ 2 f or 0 . 5 χ 2 f + 0 . 5 χ 2 f +1 when the sample size tends to infinity. In order to extend this result, we derive asymptotic expansions of the null distribution of − 2log Λ. The accuracy of the approximations based on the limiting distribution and an asymptotic expansion are compared through numerical experiments.

  • 关键词:Asymptotic expansion;likelihood ratio test;null distribution;parallel profile model;random-effects covariance structure
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