A Note on Penalized Power-Divergence Test Statistics
نویسنده
چکیده
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, λ and main effect values. Since the ordinary and penalized powerdivergence 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. Keywords—Contingency table, Log-linear models, Penalization, Power-divergence measure, Penalized power-divergence measure.
منابع مشابه
Penalized Bregman Divergence Estimation via Coordinate Descent
Variable selection via penalized estimation is appealing for dimension reduction. For penalized linear regression, Efron, et al. (2004) introduced the LARS algorithm. Recently, the coordinate descent (CD) algorithm was developed by Friedman, et al. (2007) for penalized linear regression and penalized logistic regression and was shown to gain computational superiority. This paper explores...
متن کاملA note on a nonparametric regression test through penalized splines.
We examine a test of a nonparametric regression function based on penalized spline smoothing. We show that, similarly to a penalized spline estimator, the asymptotic power of the penalized spline test falls into a small- K or a large-K scenarios characterized by the number of knots K and the smoothing parameter. However, the optimal rate of K and the smoothing parameter maximizing power for tes...
متن کاملA note on decision making in medical investigations using new divergence measures for intuitionistic fuzzy sets
Srivastava and Maheshwari (Iranian Journal of Fuzzy Systems 13(1)(2016) 25-44) introduced a new divergence measure for intuitionisticfuzzy sets (IFSs). The properties of the proposed divergence measurewere studied and the efficiency of the proposed divergence measurein the context of medical diagnosis was also demonstrated. In thisnote, we point out some errors in ...
متن کاملStatistical models: Conventional, penalized and hierarchical likelihood
We give an overview of statistical models and likelihood, together with two of its variants: penalized and hierarchical likelihood. The Kullback-Leibler divergence is referred to repeatedly in the literature, for defining the misspecification risk of a model and for grounding the likelihood and the likelihood cross-validation, which can be used for choosing weights in penalized likelihood. Fami...
متن کاملComposite Likelihood Methods Based on Minimum Density Power Divergence Estimator
In this paper a robust version of the Wald test statistic for composite likelihood is 11 considered by using the composite minimum density power divergence estimator instead of the 12 composite maximum likelihood estimator. This new family of test statistics will be called Wald-type 13 test statistics. The problem of testing a simple and a composite null hypothesis is considered and 14 the robu...
متن کامل