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Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding

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  • Liquet, Benoit
  • Commenges, Daniel

Abstract

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.

Suggested Citation

  • Liquet, Benoit & Commenges, Daniel, 2005. "Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 33-38, January.
  • Handle: RePEc:eee:stapro:v:71:y:2005:i:1:p:33-38
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    References listed on IDEAS

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    5. Harry Gollob, 1968. "A statistical model which combines features of factor analytic and analysis of variance techniques," Psychometrika, Springer;The Psychometric Society, vol. 33(1), pages 73-115, March.
    6. Galpin, Jacqueline S. & Hawkins, Douglas M., 1987. "Methods of L1 estimation of a covariance matrix," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 305-319, September.
    7. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
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