Power of edge exclusion tests in graphical Gaussian models

Salgueiro, M. Fátima, Smith, Peter W.F. and McDonald, John W. (2005) Power of edge exclusion tests in graphical Gaussian models Biometrika, 92, (1), pp. 173-182. (doi:10.1093/biomet/92.1.173).


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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.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1093/biomet/92.1.173
ISSNs: 0006-3444 (print)
Keywords: likelihood ratio test, overall power, partial correlation, score test, signed square-root test, wald test
ePrint ID: 40573
Date :
Date Event
Date Deposited: 06 Jul 2006
Last Modified: 16 Apr 2017 21:52
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/40573

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