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Activity Number:
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119
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Type:
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Contributed
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Date/Time:
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Monday, August 3, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Risk Analysis
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| Abstract - #304423 |
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Title:
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On the Asymptotic Distribution of Likelihood Ratio Test When Parameters Lie on the Boundary
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Author(s):
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Leonid Kopylev*+ and Bimal Sinha
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Companies:
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U.S. Environmental Protection Agency and University of Maryland, Baltimore County
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Address:
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1200 Pennsylvania Avenue, NW, Washington, DC, 20460,
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Keywords:
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Nuisance parameters on the boundary ; One-sided tests ; Parameters of interest on the boundary
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Abstract:
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This presentation discusses statistical inference based primarily on Self & Liang (1987), dealing with the asymptotic theory of likelihood ratio tests when some parameters may lie on the boundaries. We derive a closed form solution for the case when one parameter of interest and one nuisance parameter lie on the boundary. For two more cases, we provide an explicit solution which can be easily simulated. These results can be used in many applications and we discuss two: one-sided confidence bounds by profile likelihood in environmental risk assessments and testing for random effects in genetics. Contrary to the claim of some authors that use of chi-square distribution with degrees of freedom as in case of interior parameters will be too conservative when some parameters are on the boundary, we show that when nuisance parameters are on the boundary, that approach may be anti-conservative.
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- Authors who are presenting talks have a * after their name.
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