首页    期刊浏览 2024年09月15日 星期日
登录注册

文章基本信息

  • 标题:Exact Hypothesis Tests for Log-linear Models with exactLoglinTest
  • 本地全文:下载
  • 作者:Brian Caffo
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2006
  • 卷号:17
  • 期号:1
  • 页码:1-17
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:This manuscript overviews exact testing of goodness of fit for log-linear models using the R package exactLoglinTest. This package evaluates model fit for Poisson log-linear models by conditioning on minimal sufficient statistics to remove nuisance parameters. A Monte Carlo algorithm is proposed to estimate P values from the resulting conditional distribution. In particular, this package implements a sequentially rounded normal approximation and importance sampling to approximate probabilities from the conditional distribution. Usually, this results in a high percentage of valid samples. However, in instances where this is not the case, a Metropolis Hastings algorithm can be implemented that makes more localized jumps within the reference set. The manuscript details how some conditional tests for binomial logit models can also be viewed as conditional Poisson log-linear models and hence can be performed via exactLoglinTest. A diverse battery of examples is considered to highlight use, features and extensions of the software. Notably, potential extensions to evaluating disclosure risk are also considered.
国家哲学社会科学文献中心版权所有