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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Original Publication URL: http://dx.doi.org/10.1093/biomet/92.1.173


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.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1093/biomet/92.1.173
ISSNs: 0006-3444 (print)
Related URLs:
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
ePrint ID: 40573
Accepted Date and Publication Date:
Date Deposited: 06 Jul 2006
Last Modified: 31 Mar 2016 12:11
URI: http://eprints.soton.ac.uk/id/eprint/40573

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