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Título:
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Size and power considerations for testing loglinear models using phi-divergence test statistics
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Autores:
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Cressie, Noel A. ;
Pardo Llorente, Leandro ;
Pardo Llorente, María del Carmen
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Tipo de documento:
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texto impreso
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Editorial:
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Statistica sinica, 2003-04
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Artículo
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Resumen:
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In this article, we assume that categorical data axe distributed according to a multinomial distribution whose probabilities follow a loglinear model. The inference problem we consider is that of hypothesis testing in a loglinear-model setting. The null hypothesis is a composite hypothesis nested within the alternative. Test statistics are chosen from the general class of phi-divergence statistics. This article collects together the operating characteristics of the hypothesis test based on both asymptotic (using large-sample theory) and finite-sample (using a designed simulation study) results. Members of the class of power divergence statistics are compared, and it is found that the Cressie-Read statistic offers an attractive alternative to the Pearson-based and the likelihood ratio-based test statistics, in terms of both exact and asymptotic size and power.
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En línea:
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https://eprints.ucm.es/id/eprint/17833/1/PardoLeandro37.pdf
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