MODIFIED LIKELIHOOD RATIO TEST FOR HOMOGENEITY IN A TWO-SAMPLE PROBLEM

被引:0
|
作者
Fu, Yuejiao [1 ]
Chen, Jiahua [2 ]
Kalbfleisch, John D. [3 ]
机构
[1] York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada
[2] Univ British Columbia, Dept Stat, Vancouver, BC V6T 1Z2, Canada
[3] Univ Michigan, Sch Publ Hlth, Dept Biostat, Ann Arbor, MI 48109 USA
基金
加拿大自然科学与工程研究理事会;
关键词
Asymptotic distribution; likelihood ratio test; mixture models; normal mixture; structural parameter; two-sample problem; FINITE MIXTURE-MODELS; CONSISTENCY; RESPOND;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider testing for homogeneity in a two-sample problem in which one of the samples has a mixture structure. The problem arises naturally in many applications such as case-control studies with contaminated controls, or the test of a treatment effect in the. presence of nonresponders in biological experiments or clinical trials. In this paper, we suggest using the modified likelihood ratio test (MLRT), which is devised to restore a degree of regularity in the mixture situation. The asymptotic properties of the MLRT statistic are investigated in mixtures of general one-parameter kernels, and in a situation where the kernels have an additional structural parameter. The MLRT statistic is shown to have a simple chi(2)(1) null limiting distribution in both cases and simulations indicate that the MLRT performs better than other tests under a variety of model specifications. The proposed method is also illustrated in an example arising from a trial relating to morphine addiction in rats.
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页码:1603 / 1619
页数:17
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