Monte Carlo Exact Conditional Tests for Log-Linear and Logistic Models

The form of the exact conditional distribution of a sufficient statistic for the interest parameters, given a sufficient statistic for the nuisance parameters, is derived for a generalized linear model with canonical link. General results for log-linear and logistic models are given. A Gibbs samplin...

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Veröffentlicht in:Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1996, Vol.58 (2), p.445-453
Hauptverfasser: Forster, Jonathan J., McDonald, John W., Peter W. F. Smith
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container_title Journal of the Royal Statistical Society. Series B, Methodological
container_volume 58
creator Forster, Jonathan J.
McDonald, John W.
Peter W. F. Smith
description The form of the exact conditional distribution of a sufficient statistic for the interest parameters, given a sufficient statistic for the nuisance parameters, is derived for a generalized linear model with canonical link. General results for log-linear and logistic models are given. A Gibbs sampling approach for generating from the conditional distribution is proposed, which enables Monte Carlo exact conditional tests to be performed. Examples include tests for goodness of fit of the all-two-way interaction model for a 28-table and of a simple logistic model. Tests against non-saturated alternatives are also considered.
doi_str_mv 10.1111/j.2517-6161.1996.tb02092.x
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identifier ISSN: 0035-9246
ispartof Journal of the Royal Statistical Society. Series B, Methodological, 1996, Vol.58 (2), p.445-453
issn 0035-9246
1369-7412
2517-6161
1467-9868
language eng
recordid cdi_proquest_miscellaneous_38858556
source JSTOR Mathematics & Statistics; Jstor Complete Legacy; Oxford University Press Journals All Titles (1996-Current)
subjects estimated p‐value
Exact sciences and technology
Generalized linear model
gibbs sampler
Goodness of fit
Inference
Linear inference, regression
Logistic regression
Logistics
log‐linear model
Mathematics
monte carlo exact conditional test
P values
Parametric models
Probability and statistics
Regression analysis
Sampling distributions
Sampling theory, sample surveys
Sciences and techniques of general use
Statistical analysis
Statistical methods
Statistical models
Statistics
title Monte Carlo Exact Conditional Tests for Log-Linear and Logistic Models
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