The Asymptotic Distribution of Conditional Likelihood Ratio Tests
作者:
ErlingB. Andersen,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 335
页码: 630-633
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482321
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A conditional likelihood ratio test for testing a hypothesis concerning structural parameters in the presence of infinitely many incidental parameters is suggested. It is shown that the usual X2approximation to the log-likelihood ratio fails to work in many situations involving incidental parameters. In contrast it is shown that the X2approximation can be used in large samples under fairly general assumptions if we use conditional likelihood ratio tests instead. The relationship between the theory of UMPU-test and conditional likelihood ratio tests is discussed, and some examples are given to show that the conditional likelihood ratio approach covers more cases than the UMPU approach.
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