頁籤選單縮合
題 名 | Size and Power Considerations for Testing Loglinear Models Using φ-Divergence Test Statistics |
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作 者 | Cressie,Noel; Pardo,Leandro; Pardo,Maria del Carmen; | 書刊名 | Statistica Sinica |
卷 期 | 13:2 2003.04[民92.04] |
頁 次 | 頁555-570 |
分類號 | 319 |
關鍵詞 | Chi-squared distribution; Contiguous alternatives; Multinomial distribution; Nested hypotheses; Noncentral chi-squared distribution; Power-divergence statistic; |
語 文 | 英文(English) |
英文摘要 | In this article, we assume that categorical data are 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 ø-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. |
本系統中英文摘要資訊取自各篇刊載內容。