A LOCALLY MOST POWERFUL TEST FOR HOMOGENEITY WITH MANY STRATA

成果类型:
Article
署名作者:
LIANG, KY
署名单位:
Imperial College London
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1987
页码:
259264
关键词:
摘要:
A locally most powerful test is proposed for homogeneity of nuisance parameters from many strata in the mixed model setting. The test is based on the difference between the square of the score and the observed information about the nuisance parameters, all evaluated at the null hypothesis. Several examples including constant normal mean with possibly different variances and matched case-control studies are presented in detail. The relative efficiencies of the unstratified estimator of parameter of interest versus the stratified one are calculated. Two data sets on matched case-control studies are used for illustration.