Monte Carlo exact conditional tests for log-linear and logistic models
Monte Carlo exact conditional tests for log-linear and logistic models
复制标题
对数线性和逻辑模型的蒙特卡罗精确条件测试
DOI：
10.1111/j.2517-6161.1996.tb02092.x
复制
发表时间：
1996
期刊：
影响因子：
--
通讯作者：
Peter J. Smith
中科院分区：
文献类型：
--
作者：
J. Forster;J. McDonald;Peter J. Smith
摘要给出了干扰参数的充分统计量的精确条件分布的形式，导出了具有典型链接的广义线性模型。对数线性和逻辑模型的一般结果。提出了一种从条件分布生成的Gibbs抽样方法，该方法可以进行Monte Carlo精确条件检验。示例包括28表的全双向交互作用模型和简单逻辑模型的拟合优度检验。还考虑了针对非饱和替代品的测试。
SUMMARY 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.