scholarly journals Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension

2021 ◽  
Author(s):  
Yinqiu He ◽  
Tiefeng Jiang ◽  
Jiyang Wen ◽  
Gongjun Xu
1997 ◽  
Vol 26 (3) ◽  
pp. 135-150 ◽  
Author(s):  
Qi BIAN ◽  
Wataru SAKAMOTO ◽  
Shingo SHIRAHATA

1998 ◽  
Vol 72 (2) ◽  
pp. 149-158 ◽  
Author(s):  
P. V. BARET ◽  
S. A. KNOTT ◽  
P. M. VISSCHER

Methods of identification of quantitative trait loci (QTL) using a half-sib design are generally based on least-squares or maximum likelihood approaches. These methods differ in the genetical model considered and in the information used. Despite these differences, the power of the two methods in a daughter design is very similar. Using an analogy with a one-way analysis of variance, we propose an equation connecting the two test-statistics (F ratio for regression and likelihood ratio test in the case of the maximum likelihood). The robustness of this relationship is tested by simulation for different single QTL models. In general, the correspondence between the two statistics is good under both the null hypothesis and the alternative hypothesis of a single QTL segregating. Practical implications are discussed with particular emphasis on the theoretical distribution of the likelihood ratio test.


2016 ◽  
Vol 2016 ◽  
pp. 1-8 ◽  
Author(s):  
Lionel Cucala

Scan statistics are mostly used to detect spatial areas or time intervals in which the mean level of a given variable is more important. Sometimes, when this variable is continuous, there is an interest in looking for clusters in which its variability is more important. In this paper, two scan statistics are introduced for identifying clusters of values exhibiting higher variance. Like many classical scan statistics, the first one relies on a generalized likelihood ratio test whereas the second one is based on ratios of empirical variances. These methods are useful to identify spatial areas or time intervals in which the variability of a given variable is more important. In an application of the new methods, I look for geographical clusters of high-variability income in France and then for residuals exhibiting higher variance in a linear regression context.


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