+ Site Statistics
+ Search Articles
+ PDF Full Text Service
How our service works
Request PDF Full Text
+ Follow Us
Follow on Facebook
Follow on Twitter
Follow on LinkedIn
+ Subscribe to Site Feeds
Most Shared
PDF Full Text
+ Translate
+ Recently Requested

Likelihood ratio testing of variance components in the linear mixed-effects model using restricted maximum likelihood



Likelihood ratio testing of variance components in the linear mixed-effects model using restricted maximum likelihood



Biometrics 54(4): 1560-1568



This paper reports the results of an extensive Monte Carlo study of the distribution of the likelihood ratio test statistic using the value of the restricted likelihood for testing random components in the linear mixed-effects model when the number of fixed components remains constant. The distribution of this test statistic is considered when one additional random component is added. The distribution of the likelihood ratio test statistic computed using restricted maximum likelihood is compared to the likelihood ratio test statistic computed from the usual maximum likelihood. The rejection proportion is computed under the null hypothesis using a mixture of chi-square distributions. The restricted likelihood ratio statistic has a reasonable agreement with the maximum likelihood test statistic. For the parameter combinations considered, the rejection proportions are, in most cases, less than the nominal 5% level for both test statistics, though, on average, the rejection proportions for REML are closer to the nominal level than for ML.

Please choose payment method:






(PDF emailed within 1 workday: $29.90)

Accession: 068714506

Download citation: RISBibTeXText

PMID: 9883552


Related references

Likelihood ratio testing of variance components in the linear mixed-effects model using restricted maximum likelihood. Biometrics 54(4): 1560-1568, 1998

Restricted likelihood ratio testing for zero variance components in linear mixed models. Journal Of Computational And Graphical Statistics: 4, 870-891, 2008

A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models. Biometrika 89(2): 401-409, 2002

Estimating variance components in a class of mixed models by restricted maximum likelihood. Journal of Dairy Science 69(4): 1156-1165, 1986

Restricted Maximum Likelihood to estimate variance components for mixed models with two random factors. Genetique Selection Evolution 19(1): 49-68, 1987

Likelihood ratio tests for variance components in linear mixed models. Journal of Statistical Planning and Inference 139(4): 1435-1448, 2009

The Residual Likelihood Ratio Test for the Variance Ratio in a Linear Model with Two Variance Components. Biometrical Journal 38(8): 961-972, 1996

The use of linear mixed models to estimate variance components from data on twin pairs by maximum likelihood. Twin Research 7(6): 670-674, 2004

The Use of Linear Mixed Models to Estimate Variance Components from Data on Twin Pairs by Maximum Likelihood. Twin Research 7(6): 670-674, 2004

Effect of relationships on estimation of variance components with an animal model and restricted maximum likelihood. Journal of Dairy Science 71(11): 3047-3052, 1988

Effects of Selection on Estimates of Variance Components Using Gibbs Sampling and Restricted Maximum Likelihood. Journal of Dairy Science 78(3): 678-692, 1995

Restricted maximum likelihood estimation of variance components in animal model using sparse matrix inversion and a supercomputer. Journal of Dairy Science 73(1): 163-172, 1990

Restricted maximum likelihood estimation of variance components in animal model using sparse matrix inversion and a supercomputer. Journal of Dairy Science 72(Suppl. 1): 30, 1989

Estimation of heritability of growth traits in Barbary lambs using three methods (minimum variance quadratic (MIVQUE), maximum likelihood (ML) and restricted maximum likelihood analysis (REML)). Cahiers Options Mediterraneennes 6: 101-106, 1994

Genetic evaluation of on farm tested pigs using an animal model i. estimation of variance components with restricted maximum likelihood. Livestock Production Science 30(1-2): 69-82, 1992