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Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic

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  • OLE F. CHRISTENSEN
  • MORTEN FRYDENBERG
  • JENS L. JENSEN
  • JØRGEN G. PEDERSEN

Abstract

. The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one‐way random effects model is studied. Simulation studies are presented, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient.

Suggested Citation

  • Ole F. Christensen & Morten Frydenberg & Jens L. Jensen & Jørgen G. Pedersen, 2007. "Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(2), pages 347-364, June.
    • Handle: RePEc:bla:scjsta:v:34:y:2007:i:2:p:347-364
    DOI: 10.1111/j.1467-9469.2006.00520.x
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    Cited by:

    1. Mahesh N. Fernando & Ronald W. Butler, 2020. "Confidence intervals for variance component ratios in unbalanced linear mixed models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 817-838, September.

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