reml.lrt.asreml {asreml3Plus}R Documentation

Performs REML likelihood ratio test.

Description

Extracts the REML log likelhood and number of variance parameters from two asreml objects. It assumes that the second asreml object is the result of fitting a model that is a reduced version of the model for the first object. In the case where the reduced model is obtained by setting positively-constrained variance parameters in the full model to zero, the positive.zero argument should be set to TRUE so that the p-value is computed using a mixture of chi-square distributions as described in Self and Liang (1987).

The function shecks that the models do not differ in either their fixed or sparse models.

The function reml.lrt is provided for backwards compatibility.

Usage

reml.lrt.asreml(full.asreml.obj, reduced.asreml.obj, 
                positive.zero = FALSE, bound.test.parameters = "none")

Arguments

full.asreml.obj

asreml object for the full model.

reduced.asreml.obj

asreml object for the reduced model.

positive.zero

Indicates whether the hypothesized values for the variance components being tested are on the boundary of the parameter space. For example, this is true for positively-constrained variance components that, under the reduced model, are zero. This argument does not need to be set if bound.test.parameters is set.

bound.test.parameters

Indicates whether for the variance components being tested, at least some of the hypothesized values are on the boundary of the parameter space. The default is "none". Other possibilities are "onlybound" and "one-and-one". The latter signifies that there are two parameters being tested, one of which is bound and the other is not. For example, the latter is true for testing a covariance and a positively-constrained variance component that, under the reduced model, are zero.

Value

A data frame containing the log of the likelihood ratio, its degrees of freedom and its p-value.

Note

The degrees of freedom for the test are computed as the difference between the two models in the number of variance parameters that are unfixed, nonsingular and unconstrained by relationships among them.

This procedure is only approriate when the null hypothesis is that all parameters are on the boundary of the parameter space or that all parameters are in the interior of the parameter space. Mixed cases have been discussed by Self and Liang (1987), but are not implemented here.

References

Self, S.G., and Liang, K-Y. (1987) Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions. Journal of the American Statistical Association, 82, 605-10.

See Also

info.crit.asreml, testranfix.asrtests

Examples

## Not run: 
    reml.lrt.asreml(ICV.max, ICV.red, bound.test.parameters = "onlybound")

## End(Not run)

[Package asreml3Plus version 2.0-14 Index]