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Guolo, A. (2002) Second-Order Likelihood-Based Inference in Mixed-Effects Models. [Working Paper] WORKING PAPER SERIES, 11/2002 . , PADOVA (Inedito)

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Abstract (english)

This paper focuses on the application of higher-order asymptotics for likelihood-based inference to mixed-effects models. In particular, for a scalar parameter of interest, the modified directed likelihood of Skovgaard (1996) is considered. Its expression in linear and nonlinear mixed-effects models with a single level of grouping is derived, starting from the results of Lyons and Peters (2000). Some simulation studies demonstrate the improvements that can be obtained by using this statistic with respect to first-order methods.

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EPrint type:Working Paper
Anno di Pubblicazione:August 2002
Key Words:higher-order asymptotics, likelihood-based inference, Lindstrom and Bates' approximation, linear and nonlinear mixed-effects models, Skovgaard's statistic.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7319
Depositato il:12 Dec 2014 12:20
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