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Likelihood Ratio, Score, and Wald Tests in a Constrained Parameter Space

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  • Molenberghs, Geert
  • Verbeke, Geert

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  • Molenberghs, Geert & Verbeke, Geert, 2007. "Likelihood Ratio, Score, and Wald Tests in a Constrained Parameter Space," The American Statistician, American Statistical Association, vol. 61, pages 22-27, February.
    • Handle: RePEc:bes:amstat:v:61:y:2007:m:february:p:22-27
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    1. Yungtai Lo, 2017. "Joint modeling of bottle use, daily milk intake from bottles, and daily energy intake in toddlers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2301-2316, October.
    2. Fares Qeadan & Ronald Christensen, 2021. "On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(3), pages 313-338, April.
    3. Klingenberg, Bernhard, 2008. "Regression models for binary time series with gaps," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4076-4090, April.
    4. Stefania Capecchi & Domenico Piccolo, 2017. "Dealing with heterogeneity in ordinal responses," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(5), pages 2375-2393, September.
    5. Domenico Piccolo & Rosaria Simone, 2019. "The class of cub models: statistical foundations, inferential issues and empirical evidence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 389-435, September.
    6. Leonid Kopylev & John Fox, 2009. "Parameters of a Dose‐Response Model Are on the Boundary: What Happens with BMDL?," Risk Analysis, John Wiley & Sons, vol. 29(1), pages 18-25, January.
    7. Matthew K. Heun & João Santos & Paul E. Brockway & Randall Pruim & Tiago Domingos & Marco Sakai, 2017. "From Theory to Econometrics to Energy Policy: Cautionary Tales for Policymaking Using Aggregate Production Functions," Energies, MDPI, vol. 10(2), pages 1-44, February.
    8. Gumedze, Freedom N. & Welham, Sue J. & Gogel, Beverley J. & Thompson, Robin, 2010. "A variance shift model for detection of outliers in the linear mixed model," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2128-2144, September.
    9. Baey, Charlotte & Cournède, Paul-Henry & Kuhn, Estelle, 2019. "Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 107-122.
    10. Federico Belotti & Giuseppe Ilardi & Andrea Piano Mortari, 2019. "Estimation of Stochastic Frontier Panel Data Models with Spatial Inefficiency," CEIS Research Paper 459, Tor Vergata University, CEIS, revised 30 May 2019.
    11. Pryseley, Assam & Tchonlafi, Clotaire & Verbeke, Geert & Molenberghs, Geert, 2011. "Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1071-1085, February.
    12. I. R. C. Oliveira & G. Molenberghs & G. Verbeke & C. G. B. Demétrio & C. T. S. Dias, 2017. "Negative variance components for non-negative hierarchical data with correlation, over-, and/or underdispersion," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(6), pages 1047-1063, April.
    13. Peng Chen & Joshua M. Tebbs & Christopher R. Bilder, 2009. "Group Testing Regression Models with Fixed and Random Effects," Biometrics, The International Biometric Society, vol. 65(4), pages 1270-1278, December.
    14. Li Xiaohong & Wu Dongfeng & Rai Shesh N. & Cooper Nigel G.F., 2019. "Sample size calculations for the differential expression analysis of RNA-seq data using a negative binomial regression model," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 18(1), pages 1-17, February.
    15. Oliver E. Lee & Thomas M. Braun, 2012. "Permutation Tests for Random Effects in Linear Mixed Models," Biometrics, The International Biometric Society, vol. 68(2), pages 486-493, June.
    16. Capecchi, Stefania & Amato, Mario & Sodano, Valeria & Verneau, Fabio, 2019. "Understanding beliefs and concerns towards palm oil: Empirical evidence and policy implications," Food Policy, Elsevier, vol. 89(C).
    17. Özgür Asar & Ozlem Ilk, 2016. "First-order marginalised transition random effects models with probit link function," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 925-942, April.
    18. Ghosal, Rahul & Maity, Arnab, 2022. "A Score Based Test for Functional Linear Concurrent Regression," Econometrics and Statistics, Elsevier, vol. 21(C), pages 114-130.
    19. Benjamin R. Saville & Amy H. Herring, 2009. "Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors," Biometrics, The International Biometric Society, vol. 65(2), pages 369-376, June.
    20. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
    21. Maria Iannario, 2012. "Modelling shelter choices in a class of mixture models for ordinal responses," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 1-22, March.
    22. Alan Agresti & Sabrina Giordano & Anna Gottard, 2022. "A Review of Score-Test-Based Inference for Categorical Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 31-48, September.
    23. Sun-Joo Cho & Sarah Brown-Schmidt & Woo-yeol Lee, 2018. "Autoregressive Generalized Linear Mixed Effect Models with Crossed Random Effects: An Application to Intensive Binary Time Series Eye-Tracking Data," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 751-771, September.

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