Phidivergence statistics for the likelihood ratio order: an approach based on loglinear models
Abstract
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One way to do that is to test if the likelihood ratio order is strictly verified. A method based on loglinear models is derived to make statistical inference and phidivergence teststatistics are proposed for the test of interest. Focussed on loglinear modeling, the theory associated with the asymptotic distribution of the phidivergence teststatistics is developed. An illustrative example motivates the procedure and a simulation study for small and moderate sample sizes shows that it is possible to find phidivergence teststatistic with an exact size closer to nominal size and higher power in comparison with the classical likelihood ratio.
 Publication:

arXiv eprints
 Pub Date:
 February 2014
 arXiv:
 arXiv:1402.5384
 Bibcode:
 2014arXiv1402.5384M
 Keywords:

 Statistics  Methodology