An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model

被引：1

作者：

Pardo, L. ^{[1
]}

Pardo, M. C. ^{[1
]}

机构：

[1] Univ Complutense Madrid, Dept Stat & Operat Res 1, E-28040 Madrid, Spain

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 03期

关键词：

baseline-category logit model; extended likelihood ratio test statistics; linear hypotheses;

D O I：

10.1016/j.csda.2007.04.007

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A new family of test statistics for testing linear hypotheses in baseline-category logit models is introduced and its asymptotic distribution is obtained. The new family is a natural extension of the classical likelihood ratio test. A simulation study is carried out to find new test statistics that offer an attractive alternative to the classical likelihood ratio test in terms of both exact size and exact power. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：1477 / 1489

页数：13

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