Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding
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.
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Article provided by Elsevier in its journal Statistics & Probability Letters
Volume (Year): 71 (2005)Handle:
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Related researchKeywords: Generalized linear model Multiplicity p-value Score test
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