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Power of edge exclusion tests for graphical log-linear models

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, pp. 1691-1701. (doi:10.1016/j.jmva.2005.09.012).

Record type: Article

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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More information

Published date: 2006
Additional Information: 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
ORCID for Peter W. F. Smith: ORCID iD orcid.org/0000-0003-4423-5410

Catalogue record

Date deposited: 19 May 2006
Last modified: 17 Jul 2017 15:48

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Contributors

Author: M. Fátima Salgueiro
Author: John W. McDonald

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