Power of edge exclusion tests for graphical log-linear models
Power of edge exclusion tests for graphical log-linear models
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.
Southampton Statistical Sciences Research Institute, University of Southampton
Salguiero, M. Fatima
e1cd6d5f-3226-479e-85c5-1854353fcf1f
Smith, Peter W. F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John W.
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e
14 January 2005
Salguiero, M. Fatima
e1cd6d5f-3226-479e-85c5-1854353fcf1f
Smith, Peter W. F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John W.
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e
Salguiero, M. Fatima, Smith, Peter W. F. and McDonald, John W.
(2005)
Power of edge exclusion tests for graphical log-linear models
(S3RI Methodology Working Papers, M05/09)
Southampton, UK.
Southampton Statistical Sciences Research Institute, University of Southampton
15pp.
Record type:
Monograph
(Working Paper)
Abstract
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.
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Published date: 14 January 2005
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Local EPrints ID: 14002
URI: http://eprints.soton.ac.uk/id/eprint/14002
PURE UUID: 2e6945bf-c37e-4aae-8fd4-79c38ba4a798
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Date deposited: 14 Jan 2005
Last modified: 16 Mar 2024 02:42
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Author:
M. Fatima Salguiero
Author:
John W. McDonald
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