A locally most powerful test for homogeneity with many strata

Kung Yee Liang

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish (US)
Pages (from-to)259-264
Number of pages6
JournalBiometrika
Volume74
Issue number2
DOIs
StatePublished - Jun 1987

Fingerprint

Locally Most Powerful Test
Matched Case-control Study
Nuisance Parameter
case-control studies
Homogeneity
Case-Control Studies
Observed Information
Relative Efficiency
Mixed Model
Null hypothesis
testing
Estimator
Nuisance parameter

Keywords

  • Locally most powerful
  • Matched case-control study
  • Mixed model
  • Stratification
  • Test for homogeneity

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Applied Mathematics
  • Mathematics(all)
  • Statistics and Probability
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)

Cite this

A locally most powerful test for homogeneity with many strata. / Liang, Kung Yee.

In: Biometrika, Vol. 74, No. 2, 06.1987, p. 259-264.

Research output: Contribution to journalArticle

Liang, Kung Yee. / A locally most powerful test for homogeneity with many strata. In: Biometrika. 1987 ; Vol. 74, No. 2. pp. 259-264.
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