The Performance of the Likelihood Ratio Test When the Model is Incorrect

Keywords

Mathematics, Likelihood-ratio test, Score test, Likelihood principle, Statistics

References

• On the strong consistency of approximate maximum likelihood estimatorsMichael D. Perlman — 1972
• An optimal property of the likelihood ratio statisticR. R. Bahadur — 1967
• Stochastic comparison of testsR. R. Bahadur — 1960
• Consistency and Asymptotic Normality of MLE's for Exponential ModelsRobert H. Berk — 1972
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite HypothesesS. S. Wilks — 1938
• On the measurability and consistency of minimum contrast estimatesJ. Pfanzagl — 1969
• Rates of Convergence of Estimates and Test StatisticsR. R. Bahadur — 1967
• Note on the Consistency of the Maximum Likelihood EstimateAbraham Wald — 1949
• The asymptotic distribution of the likelihood ratio when the model is incorrectRobert V. Foutz, R. C. Srivastava — 1978
• A Note on the Asymptotic Distribution of Likelihood RatioKIRITY ROY — 1957

Cited by

• On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems.Kung‐Yee Liang, Steven G. Self — 1996
• Integrated likelihood for the treatment of nuisance parametersRiccardo De Bin — 2012
• Weighted composite likelihoodsSJ Harden — 2013
• Variance component methods for detecting complex trait loci.John Blangero, Jeff T. Williams, Laura Almasy — 2001
• Analisi del rischio di contagio finanziario con modelli a correlazione dinamica: evidenze sui CDS Spreads degli Stati sovraniGiovanni Florian — 2013
• Guess LOD approach: Sufficient conditions for robustnessJohn Williamson, Christopher I. Amos — 1995
• Hypothesis Testing of Hazard Ratio Parameters in Marginal Models for Multivariate Failure Time DataJianwen Cai — 1999
• Likelihood Ratio Tests for Model Selection and Non-Nested HypothesesQuang Vuong — 1989
• The Indirect Method: Inference Based on Intermediate Statistics—A Synthesis and ExamplesWenxin Jiang, Bruce W. Turnbull — 2004
• Robust LOD scores for variance component‐based linkage analysisJohn Blangero, J. T. Williams, Laura Almasy — 2000
• Large-sample results for optimization-based clustering methodsPeter G. Bryant — 1991
• Artificial neural networks: an econometric perspective ∗Chung‐Ming Kuan, Halbert White — 1994
• Bootstrap tests for misspecified models, with application to clustered binary dataMarc Aerts, Gerda Claeskens — 2001
• Covariate Screening in Mixed Linear ModelsAlice Richardson, A. H. Welsh — 1996
• Likelihood ratio tests for model selection of stochastic frontier modelsHung‐pin Lai, Cliff J. Huang — 2010
• On the asymptotic bias of estimators under parameter driftAlexander Shapiro, Michael W. Browne — 1988
• Performance of likelihood ratio tests of evolutionary hypotheses under inadequate substitution models.J. Zhang — 1999
• R. A. Fisher: The Founder of Modern StatisticsC. Radhakrishna Rao — 1992
• Maximum Likelihood Estimation of Misspecified ModelsHalbert White — 1982
• A Propensity Score Adjustment for Multiple Group Structural Equation ModelingTakahiro Hoshino, Hiroshi Kurata, Kazuo Shigemasu — 2006

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