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A score test under a semiparametric finite mixture model

机译:半参数有限混合模型下的得分测试

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摘要

We propose a score statistic to test the mixing proportion under a semiparametric finite mixture model introduced by Anderson [Anderson, J.A., 1979, Multivariate logistic compounds. Biometrika, 66, 17-26]. The proposed score test is based on the semiparametric profile log-likelihood function under a three-sample semiparametric model. The proposed score statistic has an asymptotic χ~2 distribution under the null hypothesis and an asymptotic noncentral χ~2 distribution under local alternatives to the null hypothesis. Moreover, we show that the proposed score test is asymptotically equivalent to the Wald test and the empirical likelihood ratio test. We present some results on simulation and on the analysis of one data set.
机译:我们提出了一个分数统计量,以在由安德森[Anderson,J.A.,1979,多元逻辑化合物组成的半参数有限混合模型下测试混合比例。 Biometrika,66,17-26]。拟议的分数测试基于三样本半参数模型下的半参数轮廓对数似然函数。拟议的分数统计在原假设下具有渐近的χ〜2分布,在原假设的局部替代条件下具有渐近的非中心χ〜2分布。此外,我们证明了拟议的得分检验在渐近性上等同于Wald检验和经验似然比检验。我们提出了一些模拟结果和一个数据集的分析结果。

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