A simple procedure for the selection of significant effects
A simple procedure for the selection of significant effects
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DOI：
10.1111/j.1369-7412.2004.05695.x
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发表时间：
2004-01-01
影响因子：
5.8
通讯作者：
Cox, DR
中科院分区：
文献类型：
--
作者：
Cox, DR
给定大量的检验统计量，其中一小部分表示偏离相关的零假设，给出了一个简单的规则来选择那些表示偏离的统计量。它是基于拟合矩的混合模型的一组测试统计量，然后推导出一个估计的似然比。仿真结果表明，该过程具有良好的性能时，偏离整体零假设是不是太小。
Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.