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On approximation of the level probabilities for testing ordered parallel regression lines

Gilberto A. Paula

Statistics & Probability Letters, 1996, vol. 30, issue 4, 333-338

Abstract: Approximations for the level probabilities in testing order-restricted hypotheses are examined in this paper for generalized linear models with common slope. It is showed, in particular, that the asymptotic null distribution of the likelihood ratio statistic is a mixture of chi-squared distributions for the cases of simple order and simple tree order. Under a balanced structure, the asymptotic null distribution reduces to the well-known chi-bar-squared distribution. The use of the equal-weights level probabilities is also investigated. This approximation seems to be satisfactory when the sample sizes and the levels of the covariate are not too different among the strata.

Keywords: Finney's; model; Hypotheses; testing; Level; probability; Likelihood; ratio; test; One-sided; test (search for similar items in EconPapers)
Date: 1996
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