Computing highly accurate or exact P-values using importance sampling

Chris J. Lloyd

Computational Statistics & Data Analysis, 2012, vol. 56, issue 6, 1784-1794

Abstract: Especially for discrete data, standard first order P-values can suffer from poor accuracy, even for quite large sample sizes. Moreover, different test statistics can give practically different results. There are several approaches to computing P-values which do not suffer these defects, such as parametric bootstrap P-values or the partially maximised P-values of Berger and Boos (1994).

Keywords: Bootstrap; Exact tests; Logistic regression (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:6:p:1784-1794

DOI: 10.1016/j.csda.2011.11.003

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