It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed...

It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed...

A fundamental variance reduction technique for Monte Carlo integration in the framework of integro-approximation problems is presented. Using the method of dependent tests a successive hierarchical function approximation algorithm is developed, which captures discontinuities and exploits...