Detail publikace

Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

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

HRDLIČKOVÁ, Z.

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"
}