Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding

Benoit Liquet and Daniel Commenges

Statistics & Probability Letters, 2005, vol. 71, issue 1, 33-38

Abstract: We propose a method to correct the significance level for a series of tests corresponding to several transformations of an explanatory variable in generalized linear model. Correlation between score tests are derived to apply the proposed method.

Keywords: Generalized; linear; model; Multiplicity; p-value; Score; test (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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