Power of edge exclusion tests for graphical log-linear models

被引:0
|
作者
Salgueiro, M. Fatima
Smith, Peter W. F.
McDonald, John W.
机构
[1] ISCTE Business Sch, Dept Metodos Quantitat, P-1649026 Lisbon, Portugal
[2] Univ Southampton, Southampton Stat Sci Res Inst, Southampton SO17 1BJ, Hants, England
关键词
edge exclusion test; graphical log-linear model; model selection; odds ratio; overall power;
D O I
10.1016/j.jmva.2005.09.012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 chi-squared 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. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码:1691 / 1701
页数:11
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