Obtaining reliable likelihood ratio tests from simulated likelihood functions.

ABSTRACT:

Mixed models

Models allowing for continuous heterogeneity by assuming that value of one or more parameters follow a specified distribution have become increasingly popular. This is known as 'mixing' parameters, and it is standard practice by researchers--and the default option in many statistical programs--to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). PROBLEM 1: INCONSISTENT LR TESTS DUE TO ASYMMETRIC DRAWS: This paper shows that when the estimated likelihood functions depend on standard deviations of mixed parameters this practice is very likely to cause misleading test results for the number of draws usually used today. The paper illustrates that increasing the number of draws is a very inefficient solution strategy requiring

SUBMITTER: Andersen LM 

PROVIDER: S-EPMC4203670 | biostudies-literature | 2014

REPOSITORIES: biostudies-literature