Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power |
| |
Institution: | 1. Oncology Statistics, GSK, Collegeville, PA;2. Oncology Statistics, GSK, Stevenage, UK;3. Oncology Clinical Development, GSK, Collegeville, PA;4. Oncology Experimental Medicine Unit, GSK, Waltham, MA;1. Fraunhofer Institute for Systems and Innovation Research ISI, Breslauer Str. 48, 76139 Karlsruhe, Germany;2. Chalmers University of Technology, Energy and Environment, 412 96 Göteborg, Sweden |
| |
Abstract: | With reference to the quasi-likelihood arising from an unbiased estimating function, we consider a large class of test statistics which includes the likelihood ratio, Rao's score and Wald's statistics in particular. We study Bartlett adjustability and third-order power in a possibly non-iid setting and provide explicit formulae. Since the relevant Bartlett identities may not hold while working with a quasi-likelihood, our results can differ from those based on the usual likelihood. The prospects regarding posterior Bartlett adjustability have been briefly indicated. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|