This paper deals with the application of higher order asymptotics for likelihood-based inference to linear mixed effects models. The argument was first introduced by Lyons and Peters (2000) who derived Skovgaard’s second order modification of the signed likelihood ratio statistic for this class of models. They focused on i.i.d within-group errors. We extend their results by considering different heteroscedastic and/or correlated intra-subject variance structures. A number of simulation studies was run which show the improvement that can be achieved by using Skovgaard’s statistic instead of its first order counterpart. The simulations were carried out using a set of routines available in the lme hoa package we implemented in the R programming language. Some details about this software and its applicability will be given.

Advances in small sample parametric inference for linear mixed effects models / A., Guolo; Brazzale, Alessandra Rosalba. - STAMPA. - -:(2005), pp. 103-108. ((Intervento presentato al convegno Quarto Convegno su "Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione" (S.Co. 2005) tenutosi a Bressanone, Casa della Gioventù, Università degli Studi di Padova nel 15-17 settembre 2005.

Advances in small sample parametric inference for linear mixed effects models

BRAZZALE, Alessandra Rosalba
2005

Abstract

This paper deals with the application of higher order asymptotics for likelihood-based inference to linear mixed effects models. The argument was first introduced by Lyons and Peters (2000) who derived Skovgaard’s second order modification of the signed likelihood ratio statistic for this class of models. They focused on i.i.d within-group errors. We extend their results by considering different heteroscedastic and/or correlated intra-subject variance structures. A number of simulation studies was run which show the improvement that can be achieved by using Skovgaard’s statistic instead of its first order counterpart. The simulations were carried out using a set of routines available in the lme hoa package we implemented in the R programming language. Some details about this software and its applicability will be given.
Quarto Convegno su "Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione" (S.Co. 2005)
Bressanone, Casa della Gioventù, Università degli Studi di Padova
15-17 settembre 2005
-
103
108
A., Guolo; Brazzale, Alessandra Rosalba
Advances in small sample parametric inference for linear mixed effects models / A., Guolo; Brazzale, Alessandra Rosalba. - STAMPA. - -:(2005), pp. 103-108. ((Intervento presentato al convegno Quarto Convegno su "Modelli Complessi e Metodi Computazionali Intensivi per la Stima e la Previsione" (S.Co. 2005) tenutosi a Bressanone, Casa della Gioventù, Università degli Studi di Padova nel 15-17 settembre 2005.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11380/605061
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