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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).

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
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: 17 Jul 2017 15:34

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Contributors

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

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