Power of edge exclusion tests for graphical log-linear models

Salguiero, M. Fatima, Smith, Peter W. F. and McDonald, John W. (2005) Power of edge exclusion tests for graphical log-linear models. Southampton, UK, Southampton Statistical Sciences Research Institute, 15pp. (S3RI Methodology Working Papers, M05/09).


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Asymptotic multivariate normal approximations to the joint
distributions of edge exclusion test statistics for saturated
graphical log-linear models, with all variables binary, are
derived. Non-signed and signed square-root versions of the
likelihood ratio, Wald and score test statistics are considered.
Non-central chi-squared approximations are also considered for the
non-signed versions of the test statistics. Simulation results are
used to assess the quality of the proposed approximations. These
approximations are used to estimate the overall power of edge
exclusion tests. Power calculations are illustrated using data on
university admissions.

Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 14002
Accepted Date and Publication Date:
14 January 2005Made publicly available
Date Deposited: 14 Jan 2005
Last Modified: 28 Apr 2016 08:46
URI: http://eprints.soton.ac.uk/id/eprint/14002

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