Asymptotic expansions of the null distribution of the likelihood ratio test statistic for a random effects covariance structure in a parallel profile model

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Day & Time
3rd July 2015, 15:00 ~
Venue
Lecturer
Mr.Yu Inatsu
(Hiroshima University)
Presentation Title
Asymptotic expansions of the null distribution of the likelihood ratio test statistic for a random effects covariance structure in a parallel profile model
Summary
We introduce an asymptotic expansion of the null distribution of the likelihood ratio statistic for testing the adequacy of a random effects covariance structure in a parallel profile model. We consider the large sample framework that the sample size tends to infinity while the dimension is fixed, and a high dimensional framework that both the sample size and the dimension tend to infinity. Under the large sample framework the asymptotic expansion is expressed by using chisquared distribution functions.
On the other hand, under high dimensional framework it is expressed by using normal distribution functions. We show that the accuracy of approximation can be improved by using the derived asymptotic expansion in both cases.