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Power of edge exclusion tests in graphical Gaussian models

Power of edge exclusion tests in graphical Gaussian models
Power of edge exclusion tests in graphical Gaussian models
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.
likelihood ratio test, overall power, partial correlation, score test, signed square-root test, wald test
0006-3444
173-182
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
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. (2005) Power of edge exclusion tests in graphical Gaussian models. Biometrika, 92 (1), 173-182. (doi:10.1093/biomet/92.1.173).

Record type: Article

Abstract

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.

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More information

Published date: 2005
Keywords: likelihood ratio test, overall power, partial correlation, score test, signed square-root test, wald test

Identifiers

Local EPrints ID: 40573
URI: http://eprints.soton.ac.uk/id/eprint/40573
DOI: doi:10.1093/biomet/92.1.173
ISSN: 0006-3444
PURE UUID: a2c66e28-960c-4348-9fe3-a2e56b915ee4
ORCID for Peter W.F. Smith: ORCID iD orcid.org/0000-0003-4423-5410

Catalogue record

Date deposited: 06 Jul 2006
Last modified: 16 Mar 2024 02:42

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Contributors

Author: M. Fátima Salgueiro
Author: Peter W.F. Smith ORCID iD
Author: John W. McDonald

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