Power of edge exclusion tests in graphical Gaussian models
Salgueiro, M. Fátima, Smith, Peter W.F. and McDonald, John W. (2005) Power of edge exclusion tests in graphical Gaussian models. Biometrika, 92, (1), 173-182. (doi:10.1093/biomet/92.1.173).
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Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered.
Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented.
|Keywords:||likelihood ratio test, overall power, partial correlation, score test, signed square-root test, wald test|
|Subjects:||Q Science > QA Mathematics
H Social Sciences > HA Statistics
|Divisions:||University Structure - Pre August 2011 > School of Social Sciences > Social Statistics
|Date Deposited:||06 Jul 2006|
|Last Modified:||01 Jun 2011 09:11|
|Contact Email Address:||email@example.com|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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