Maximal invariant likelihood based testing of semi-linear modelsf

• Published in: Statistical papers (Berlin, Germany) Vol. 48; no. 3; p. 357
• Main Authors: Bhowmik, Jahar L, King, Maxwell L
• Format: Journal Article
• Language: English
• Published: Heidelberg Springer Nature B.V 01.07.2007
• Subjects: Asymptotic methods; Estimates; Hypotheses; Hypothesis testing; Maximum likelihood method; Monte Carlo simulation; Regression analysis; Studies

In this paper, we use a maximal invariant likelihood (MIL) to construct two likelihood ratio (LR) tests in the context of a semi-linear regression model. The first involves testing for the inclusion of a non-linear regressor and the second involves testing a linear regressor against the alternative...