Likelihood-based inference on a scalar fixed effect of interest in nonlinear mixed-effects models usually relies on first-order approximations. If the sample size is small, tests and confidence intervals derived from first-order solutions can be inaccurate. An improved test statistic based on a modification of the signed likelihood ratio statistic is presented which was recently suggested by Sk...

For a segmented regression system with an unknown change-point over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is empirically shown asymptotically Gumbel distributed with robust location and scale parameters against various parameter settings and ...

We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non-nested models. To date simulation has been used to estimate the Kullback-Leibler measure of closeness between two densities, which in turn ’mean adjusts’ the Likelihood-Ratio statistic. Given that this adjustment is still based upon asymptotic arguments, an alternative procedure is to...

A changepoint in statistical applications refers to an observational time point at which the structure pattern changes during a somewhat long-term experimentation process. In many cases, the change point time and cause are documented and it is reasonably straightforward to statistically adjust (homogenize) the series for the effects of the changepoint. Sadly many changepoint times are undocumen...

A simple normal approximation for the cumulative distribution function of the F distribution is obtained via a general version of the modified signed log-likelihood ratio statistic. This approximation exhibits remarkable accuracy even when the degrees of freedom are small. Using the same methodology, but with a simpler set up, simple and accurate normal approximations to the cumulative distribu...

In a randomized experiment with noncompliance, scientific interest is often in testing whether the treatment exposure X has an effect on the final outcome Y [2, 1]. We have proposed a finite-population significance test of the sharp null hypothesis that X has no effect on Y , within the principal stratum of compliers, using a generalized likelihood ratio test [4]. As both the null and alternati...

In this paper, the distribution of the likelihood ratio statistic for testing the hypothesis that the covariance matrix of a p-variate normal distribution is circular symmetric has been derived. The distribution is obtained in series form using the inverse Mellin transform and the residue theorem. Percentage points for p=4; 5; 6 and 7 have been computed using distributional results derived in t...

In this article we show that the Kullback’s statistic for testing equality of several correlation matrices may be considered a modified likelihood ratio statistic when sampling from multivariate normal populations. We derive the asymptotic null distribution of L∗ in series involving independent chisquare variables by expanding L∗ in terms of other random variables and then inverting the expansi...

OBJECTIVE This paper describes a new class of space-time scan statistics designed for rapid detection of emerging disease clusters. We evaluate these methods on the task of prospective disease surveillance, and show that our methods consistently outperform the standard space-time scan statistic approach. BACKGROUND The space-time scan statistic [1] is a powerful statistical tool for prospective...