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HRDLIČKOVÁ, Z.
Originální název
Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model
Typ
článek v časopise - ostatní, Jost
Jazyk
angličtina
Originální abstrakt
The test of an equality of expected values of response vectors in one-way MANOVA type multivariate generalized linear models can be based on deviance or score statistic. This paper aims at approximation of the power of these tests under local alternatives. As indicated by presented simulation study, these approximations perform well over a wide range of models and sample sizes. Approximation of the power of these tests based on a noncentral chi-square distribution derived by Fahrmeir [Fahrmeir, L., 1987. Asymptotic testing theory for generalized linear models. Statistics 18 (1), 65-76] is considered for comparison in the simulation study. The approximation derived in this paper performs better for small sample sizes. The simulation study also provides comparison of the considered tests.
Klíčová slova
Multivariate generalized linear model; Deviance; Score statistic; Power One-way MANOVA; One-way ANOVA
Autoři
Rok RIV
2008
Vydáno
16. 4. 2008
Nakladatel
Elsevier
Místo
Amsterdam
ISSN
0167-9473
Periodikum
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Ročník
52
Číslo
8
Stát
Nizozemsko
Strany od
4059
Strany do
4075
Strany počet
17
URL
http://www.sciencedirect.com/science/article/pii/S0167947308000261
BibTex
@article{BUT45042, author="Zuzana {Hübnerová}", title="Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model", journal="COMPUTATIONAL STATISTICS & DATA ANALYSIS", year="2008", volume="52", number="8", pages="4059--4075", doi="10.1016/j.csda.2008.01.014", issn="0167-9473", url="http://www.sciencedirect.com/science/article/pii/S0167947308000261" }