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- W2108049328 abstract "This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, θ = (γ, η), H(0) : γ = γ(0), based on the pseudolikelihood L(θ, ϕ̂), where ϕ̂ is a consistent estimator of ϕ, the nuisance parameter. We show that the asymptotic distribution of T under H(0) is a weighted sum of independent chi-squared variables. Some sufficient conditions are provided for the limiting distribution to be a chi-squared variable. When the true value of the parameter of interest, θ(0), or the true value of the nuisance parameter, ϕ(0), lies on the boundary of parameter space, the problem is shown to be asymptotically equivalent to the problem of testing the restricted mean of a multivariate normal distribution based on one observation from a multivariate normal distribution with misspecified covariance matrix, or from a mixture of multivariate normal distributions. A variety of examples are provided for which the limiting distributions of T may be mixtures of chi-squared variables. We conducted simulation studies to examine the performance of the likelihood ratio test statistics in variance component models and teratological experiments." @default.
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- W2108049328 date "2010-06-11" @default.
- W2108049328 modified "2023-10-17" @default.
- W2108049328 title "On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems" @default.
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- W2108049328 doi "https://doi.org/10.1093/biomet/asq031" @default.
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