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Power of edge exclusion tests for graphical log-linear models

Record type: Monograph (Working Paper)

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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Citation

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).

More information

Published date: 14 January 2005

Identifiers

Local EPrints ID: 14002
URI: http://eprints.soton.ac.uk/id/eprint/14002
PURE UUID: 2e6945bf-c37e-4aae-8fd4-79c38ba4a798
ORCID for Peter W. F. Smith: ORCID iD orcid.org/0000-0003-4423-5410

Catalogue record

Date deposited: 14 Jan 2005
Last modified: 17 Jul 2017 16:59

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Contributors

Author: M. Fatima Salguiero
Author: John W. McDonald

University divisions


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