Yong Chen University of Pennsylvania
In this talk, we consider the asymptotic distribution of the likelihood ratio statistic $T$ for hypothesis testing. We consider several important likelihoods including pseudolikelihood (Gong and Samaniego, 1981) and composite likelihood (Lindsay, 1988). We provide the asymptotic distribution of $T$ under the null hypothesis. We also extend our results to a new test by conditioning on the observed data. Examples in parametric and semiparametric models will be provided.