Bartlett correction to the likelihood ratio test for MCAR with two-step monotone sample

2017 ◽  
Vol 71 (3) ◽  
pp. 184-199 ◽  
Author(s):  
Nobumichi Shutoh ◽  
Takahiro Nishiyama ◽  
Masashi Hyodo
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Bartlett Correction

scholarly journals A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS

2000 ◽  
Vol 16 (5) ◽  
pp. 740-778 ◽  
Author(s):  
Søren Johansen
Keyword(s):  
Asymptotic Distribution ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Correction Factor ◽  
Likelihood Ratio Tests ◽  
Ratio Test ◽  
Finite Sample ◽  
Bartlett Correction ◽  
Simulation Experiments ◽  
Sample Distribution

Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically χ2 distributed. For some values of the parameters this asymptotic distribution does not give a good approximation to the finite sample distribution. In this paper we derive the Bartlett correction factor for the likelihood ratio test and show by some simulation experiments that it can be a useful tool for making inference.

Likelihood ratio and score burden tests for detecting disease-associated rare variants

2015 ◽  
Vol 14 (5) ◽  
Author(s):  
Woojoo Lee ◽  
Donghwan Lee ◽  
Yudi Pawitan
Keyword(s):  
Data Analysis ◽  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Simulation Study ◽  
Rare Variants ◽  
Ratio Test ◽  
Bartlett Correction ◽  
Score Statistics ◽  
Comparable Performance ◽  
Burden Tests

AbstractThis paper presents two simple rare variant (RV) burden tests based on the likelihood ratio test (LRT) and score statistics. LRT is one of the commonly used tests in practical data analysis, and we show here that there is no reason to ignore it in testing RV associations. With the Bartlett correction, we have numerically shown that the LRT-based test can have a reliable distribution. Our simulation study indicates that if the non-null variants are as common as the null variants, then the LRT and score statistics have comparable performance to the C-alpha test, and if the former is rarer than the null variants, then they outperform the C-alpha test.

A likelihood ratio test for detecting patterns of disease-marker association

1997 ◽  
Vol 61 (4) ◽  
pp. 335-350 ◽  
Author(s):  
A. P. MORRIS ◽  
J. C. WHITTAKER ◽  
R. N. CURNOW
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Ratio Test ◽  
Disease Marker

Empirical Test of the Efficiency of UK Covered Warrants Market: Stochastic Dominance and Likelihood Ratio Test Approach

2010 ◽  
Author(s):  
Zhuo Qiao ◽  
Christian de Peretti ◽  
Chia-Ying Chan ◽  
Wing-Keung Wong
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Stochastic Dominance ◽  
Empirical Test ◽  
Ratio Test

A Likelihood Ratio Test of the Equality of Paired Survival Data with Censoring

1986 ◽  
Vol 28 (6) ◽  
pp. 665-672 ◽  
Author(s):  
R. G. Knapp ◽  
A. J. Gross ◽  
A. B. Cantor
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Survival Data ◽  
Ratio Test
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