Department of Statistics Seminar
North Carolina State University

presents

Dr. Geert Molenberghs

Limburgs Universitair Centrum, Belgium

"The Use of Score Tests for Inference on Variance Components"

ABSTRACT

Whenever inferences for variance components are required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statistics need to be developed, and their null distribution derived. While this has received considerable attention in the context of the likelihood ratio test, there appears to be much confusion about the related problem for the score test. The aim of this paper is to illustrate that classical (two-sided) score test statistics, frequently advocated in practice, cannot be used in this context, but that well-chosen one-sided counterparts could be used instead. A tight relationship with likelihood ratio tests will be established, and all results are illustrated in an analysis of continuous longitudinal data using linear mixed models.

Friday, April 4, 2003

3:35 - 4:35 pm

206 Cox Hall

Refreshments will be served on the second floor of Dabney Hall (left of Room 222) at 3:00 pm.