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 chisquared 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.
edge exclusion test, graphical log-linear model, model selection, odds ratio, overall power
1691-1701
Salgueiro, M. Fátima
79450d95-f7a3-4695-9aa0-b2b18c4dc3ac
Smith, Peter W. F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John W.
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e
2006
Salgueiro, M. Fátima
79450d95-f7a3-4695-9aa0-b2b18c4dc3ac
Smith, Peter W. F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John W.
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e
Salgueiro, M. Fátima, Smith, Peter W. F. and McDonald, John W.
(2006)
Power of edge exclusion tests for graphical log-linear models.
Journal of Multivariate Analysis, 97, .
(doi:10.1016/j.jmva.2005.09.012).
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 chisquared 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: 2006
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Article in Press
Keywords:
edge exclusion test, graphical log-linear model, model selection, odds ratio, overall power
Identifiers
Local EPrints ID: 35210
URI: http://eprints.soton.ac.uk/id/eprint/35210
ISSN: 0047-259X
PURE UUID: 8864f6be-2a50-4a84-bed3-57938aea2e41
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Date deposited: 19 May 2006
Last modified: 16 Mar 2024 02:42
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Contributors
Author:
M. Fátima Salgueiro
Author:
John W. McDonald
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