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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/415

Title: The use of score tests for inference on variance components
Authors: Verbeke, Geert
Molenberghs, Geert
Keywords: Mathematical Statistics
Clustered data
Issue Date: 2003
Citation: Biometrics, 59(2). p. 254-262
Abstract: Whenever inference for variance components is required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statistics need to be developed, and their null distribution derived. While this has received considerable attention in the context of the likelihood ratio test, there appears to be much confusion about the related problem for the score test. The aim of this paper is to illustrate that classical (two-sided) score test statistics, frequently advocated in practice, cannot be used in this context, but that well-chosen one-sided counterparts could be used instead. The relation with likelihood ratio tests will be established, and all results are illustrated in an analysis of continuous longitudinal data using linear mixed models
URI: http://hdl.handle.net/1942/415
Link to publication: https://www.researchgate.net/publication/280226609_The_use_of_score_tests_for_inference_on_variance_components
DOI: 10.1111/1541-0420.00032
ISI #: 000183735100006
ISSN: 0006-341X
Category: A1
Type: Journal Contribution
Validation: ecoom, 2004
Appears in Collections: Research publications

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