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Istituto di Ingegneria Biomedica     
Guolo A., Brazzale A. R., Salvan A. Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models. In: Computational Statistics & Data Analysis, vol. 51 (3) pp. 1602 - 13. Elsevier, 2006.
 
 
Abstract
(English)
Likelihood-based inference on a scalar fixed effect of interest in nonlinear mixed-effects models usually relies on first-order approximations. If the sample size is small, tests and confidence intervals derived from first-order solutions can be inaccurate. An improved test statistic based on a modification of the signed likelihood ratio statistic is presented which was recently suggested by Skovgaard [1996. An explicit large-deviation approximation to one-parameter tests. Bernoulli 2, 145-165]. The finite sample behaviour of this statistic is investigated through a set of simulation studies. The results show that its finite-sample null distribution is better approximated by the standard normal than it is for its first-order counterpart. The R code used to run the simulations is freely available.
URL: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V8V-4K71584-1&_user=6689734&_rdoc=1&_fmt=&_orig=search&_sort=d&_docanchor=&view=c&_searchStrId=1063955260&_rerunOrigin=google&_acct=C000061181&_version=1&_urlVersion=0&_userid=6689734&md5=0bf663ce
DOI: 10.1016/j.csda.2006.05.016
Subject Higher-order asymptotics
Likelihood-based inference
Lindstrom and Bates' approximation
Nonlinear mixed-effects model
R
Skovgaard's statistic


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