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Cressie, Noel A. and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen
(2003)
*Size and power considerations for testing loglinear models using phi-divergence test statistics.*
Statistica Sinica, 13
(2).
pp. 555-570.
ISSN 1017-0405

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Official URL: http://www3.stat.sinica.edu.tw/statistica/oldpdf/A13n218.pdf

## Abstract

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.

Item Type: | Article |
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Uncontrolled Keywords: | Chi-squared distribution; contiguous alternatives; multinomial distribution; nested hypotheses; noncentral chi-squared distribution; powerdivergence statistic. |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 17833 |

Deposited On: | 21 Jan 2013 15:17 |

Last Modified: | 26 Feb 2015 09:14 |

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