A Note on Penalized Power-Divergence Test Statistics

ALIN A.

Conference of the World-Academy-of-Science-Engineering-and-Technology, Vienna, Avusturya, 25 - 27 Mayıs 2007, cilt.21, ss.60-65 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası: 21
  • Basıldığı Şehir: Vienna
  • Basıldığı Ülke: Avusturya
  • Sayfa Sayıları: ss.60-65
  • Anahtar Kelimeler: Contingency table, Log-linear models, Penalization, Power-divergence measure, Penalized power-divergence measure, ESTIMATOR, MODELS
  • Dokuz Eylül Üniversitesi Adresli: Evet

Özet

In this paper, penalized power-divergence test statistics have been defined and their exact size properties to test a nested sequence of log-linear models have been compared with ordinary power-divergence test statistics for various penalization, lambda and main effect values. Since the ordinary and penalized power-divergence test statistics have the same asymptotic distribution, comparisons have been only made for small and moderate samples. Three-way contingency tables distributed according to a multinomial distribution have been considered. Simulation results reveal that penalized power-divergence test statistics perform much better than their ordinary counterparts.