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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/467

Title: The use of score tests for inference on variance components
Authors: Molenberghs, Geert
Verbeke, Geert
Keywords: Mathematical statistics
Issue Date: 2003
Citation: Verbeke, Geert & Molenberghs, Geert & Aerts, Marc & Fieuws, Steffen (Ed.) Proceedings of the 18th International Workshop on Statistical Modelling,. p. 317-321.
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.
URI: http://hdl.handle.net/1942/467
Link to publication: http://www.statmod.org/files/proceedings/iwsm2003_proceedings.pdf
ISBN: 9080793418
Category: C2
Type: Proceedings Paper
Appears in Collections: Research publications

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