Scientific journal paper Q1
Power of edge exclusion tests in graphical Gaussian models
Maria Salgueiro (Salgueiro, M. F.); Peter W. F. Smith (Smith, P. W. F.); John W. McDonald (McDonald, J. W.);
Journal Title
Biometrika
Year (definitive publication)
2005
Language
English
Country
United Kingdom
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Abstract
Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered. Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented.
Acknowledgements
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Keywords
Likelihood ratio test,Overall power,Partial correlation,Score test,Signed square-root test,Wald test
Fields of Science and Technology Classification
  • Mathematics - Natural Sciences
  • Biological Sciences - Natural Sciences
Publication Identifiers
ci-pub-10342
2-s2.0-15844429143
WOS:000228099300013
10.1093/biomet/92.1.173
000228099300013
2-s2.0-15844429143
Other Publication Details
2005
Oxford University Press
Web of Science©; Scopus;
0006-3444 (print)
1464-3510 (online)
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92 1
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173 - 182
Yes
Both (printed and digital)
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