Two Equivalent Discrepancy Functions for Maximum Likelihood Estimation: Do Their Test Statistics Follow a Non-Central Chi-Square Distribution under Model Misspecification?

2004 ◽  
Vol 32 (4) ◽  
pp. 453-500 ◽  
Author(s):  
Ulf Henning Olsson ◽  
Tron Foss ◽  
Einar Breivik
2006 ◽  
Vol 9 (3) ◽  
pp. 367-376 ◽  
Author(s):  
Irene Rebollo ◽  
Marleen H. M. de Moor ◽  
Conor V. Dolan ◽  
Dorret I. Boomsma

AbstractTwin registries form an exceptionally rich source of information that is largely unexploited for phenotypic analyses. One obstacle to straightforward phenotypic statistical analysis is the inherent dependency, which is due to the clustering of cases within families. The present simulation study gauges the degree of the bias produced by the dependency of family data on the estimates of standard errors and chi-squared, when they are treated as independent observations in a phenotypic model, and assesses the efficiency of an estimator, which corrects for dependency. When family-clustered data are used for phenotypic analysis, in treating individuals as independent, and using standard maximum likelihood estimation, there is a tendency for the chi-square statistic to be overestimated, and the standard errors of the parameters to be underestimated. The bias increases with family resemblance, due to heritability or shared environment. The source of family resemblance — either heritability (h2) and/or shared environment (c2) — interacts with the composition of the sample. In the absence of c2, samples with twins, parents and spouses show the lowest bias, whereas in the presence of c2 samples with only twins show the lowest bias. In all conditions the bias remained below 15%. The use of the ‘complex option’ available in Mplus (clustering corrected robust maximum likelihood estimation) reduces the bias to the levels observed when only independent cases are considered. Thus with the use of robust estimates the bias due to family dependency becomes practically negligible in all conditions of dependency. In conclusion, the present study shows that the bias due to dependency in family data does not form a serious obstacle to phenotypic data analysis.


2010 ◽  
Vol 230 (5) ◽  
Author(s):  
Andreas Ziegler

SummaryThis paper analyzes small sample properties of several versions of z-tests in multinomial probit models under simulated maximum likelihood estimation. Our Monte Carlo experiments show that z-tests on utility function coefficients provide more robust results than z-tests on variance covariance parameters. As expected, both the number of observations and the number of random draws in the incorporated Geweke-Hajivassiliou-Keane (GHK) simulator have on average a positive impact on the conformities between the shares of type I errors and the nominal significance levels. Furthermore, an increase of the number of observations leads to an expected decrease of the shares of type II errors, whereas the number of random draws in the GHK simulator surprisingly has no significant effect in this respect. One main result of our study is that the use of the robust version of the simulated z-test statistics is not systematically more favorable than the use of other versions. However, the application of the z-test statistics that exclusively include the Hessian matrix of the simulated loglikelihood function to estimate the information matrix often leads to substantial computational problems.


Author(s):  
Edward Susko

Simulation studies have been the main way in which properties of maximum likelihood estimation of evolutionary trees from aligned sequence data have been studied. Because trees are unusual parameters and because fitting is computationally intensive, such studies have a heavy computational cost. We develop an asymptotic framework that can be used to obtain probabilities of correct topological reconstruction and study other properties of likelihood methods when a single split is poorly resolved. Simulations suggest that while approximations to log likelihood differences are better for less well-resolved topologies, approximations to probabilities of correct reconstruction are generally good. We used the approximations to investigate biases in estimation and found that maximum likelihood estimation has a long-branch-repels bias. This differs from the long-branch-attracts bias often reported in the literature because it is a different form of bias. For maximum likelihood estimation, usually long-branch-attracts bias results arise in the presence of model misspecification and are a form of statistical inconsistency where the estimated tree converges upon an incorrect tree with long edges together. Here, by bias we mean a tendency to favour a particular topology when data are generated from a four-taxon star tree. While we find a tendency to favour the tree with long branches apart, with more extreme long edges, a strong small sequence-length long-branch-attracts bias overwhelms the long-branch-repels bias. The long-branch-repels bias generalizes to five and six taxa in the sense that subtrees containing taxa that are all distant from the poorly resolved split repel each other.


2018 ◽  
Author(s):  
Muhammad Fathurahman

Regresi logistik merupakan model regresi yang paling sering digunakan untuk pemodelan data kategorik. Pada penelitian ini dilakukan pemodelan regresi logistik dan penerapannya pada Indeks Pembangunan Kesehatan Masyarakat (IPKM) kabupaten/kota di Pulau Kalimantan tahun 2013. Metode Maximum Likelihood Estimation (MLE) digunakan untuk penaksiran parameter. Metode Likelihood Ratio Test (LRT) dan uji Wald digunakan untuk pengujian parameter. Hasil penelitian menunjukkan bahwa penaksir parameter dengan metode MLE berbentuk fungsi yang tidak eksplisit. Sehingga digunakan pendekatan numerik dengan metode Fisher Scoring. Berdasarkan metode LRT dan uji Wald, statistik uji untuk pengujian parameter mendekati distribusi chi-square dan distribusi normal standar. Berdasarkan model regresi logistik terbaik, faktor-faktor yang berpengaruh terhadap IPKM kabupaten/kota di Pulau Kalimantan tahun 2013 adalah Indeks Pembangunan Manusia (IPM), tingkat kepadatan penduduk dan persentase penduduk miskin.


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