This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, <inline-formula><inline-graphic xlink:href="asq031ilm1.gif" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula>, <inline-formula><inline-graphic xlink:href="asq031ilm2.gif" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula>, based on the pseudolikelihood <inline-formula><inline-graphic xlink:href="asq031ilm3.gif" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula>, where <inline-formula><inline-graphic xlink:href="asq031ilm4.gif" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula> is a consistent estimator of <inline-formula><inline-graphic xlink:href="asq031ilm5.gif" xmlns:xlink="http://www.w3.org/1999/xlink"/></inline-formula>, the nuisance parameter. We show that the asymptotic distribution of T under H₀ is a...

In public health research, it is common to follow a cohort of subjects over time, observing a vector of health indicators and a set of covariates at each of many visits. An objective of analysis is to characterize the inter-dependencies, in particular, the feedback of one response upon another...