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A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models
Authors:Yang Ning  Yong Chen
Institution:1. Department of Statistics and Actuarial ScienceUniversity of Waterloo;2. Division of BiostatisticsThe University of Texas School of Public Health
Abstract:Mixture models are commonly used in biomedical research to account for possible heterogeneity in population. In this paper, we consider tests for homogeneity between two groups in the exponential tilt mixture models. A novel pairwise pseudolikelihood approach is proposed to eliminate the unknown nuisance function. We show that the corresponding pseudolikelihood ratio test has an asymptotic distribution as a supremum of two squared Gaussian processes under the null hypothesis. To maintain the appeal of simplicity for conventional likelihood ratio tests, we propose two alternative tests, both shown to have a simple asymptotic distribution of urn:x-wiley:sjos:media:sjos12119:sjos12119-math-0001 under the null. Simulation studies show that the proposed class of pseudolikelihood ratio tests performs well in controlling type I errors and having competitive powers compared with the current tests. The proposed tests are illustrated by an example of partial differential expression detection using microarray data from prostate cancer patients.
Keywords:composite likelihood  density ratio model  non‐regular problem  pairwise conditional likelihood
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