Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression

被引：2

作者：

Keck, Caroline ^{[1
]}

Mayer, Axel ^{[2
]}

Rosseel, Yves ^{[1
]}

机构：

[1] Univ Ghent, Dept Data Anal, Ghent, Belgium

[2] Bielefeld Univ, Psychol Methods & Evaluat, Bielefeld, Germany

来源：

FRONTIERS IN PSYCHOLOGY | 2022年 / 13卷

关键词：

informative hypothesis testing; constrained statistical inference; informative test statistics; type I error rates; naive mean squared error; corrected mean squared error; (F)over-bar-distribution; (X )over-bar(2) -distribution; INFORMATIVE HYPOTHESES;

D O I：

10.3389/fpsyg.2022.899165

中图分类号：

B84 [心理学];

学科分类号：

04 ; 0402 ;

摘要：

Within the framework of constrained statistical inference, we can test informative hypotheses, in which, for example, regression coefficients are constrained to have a certain direction or be in a specific order. A large amount of frequentist informative test statistics exist that each come with different versions, strengths and weaknesses. This paper gives an overview about these statistics, including the Wald, the LRT, the Score, the (F) over bar- and the D-statistic. Simulation studies are presented that clarify their performance in terms of type I and type II error rates under different conditions. Based on the results, it is recommended to use the Wald and (F) over bar -test rather than the LRT and Score test as the former need less computing time. Furthermore, it is favorable to use the degrees of freedom corrected rather than the naive mean squared error when calculating the test statistics as well as using the (F) over bar- rather than the (chi) over bar (2)-distribution when calculating the p-values.

引用

页数：13

共 25 条

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Allen M. P., 1997, Understanding Regression Analysis: An

[2]

Barlow R., 1972, Statistical Inference under Order Restrictions: The Theory and Application of Isotonic Regression

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