IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v37y2022i5d10.1007_s00180-022-01210-x.html
   My bibliography  Save this article

Two sample tests for Semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis

Author

Listed:
  • Cindy Frascolla

    (Institut de Mathématiques de Bourgogne, UMR CNRS 5584, Université de Bourgogne)

  • Guillaume Lecuelle

    (UMR AgroSup Dijon-CNRS-INRAE-Université de Bourgogne)

  • Pascal Schlich

    (UMR AgroSup Dijon-CNRS-INRAE-Université de Bourgogne)

  • Hervé Cardot

    (Institut de Mathématiques de Bourgogne, UMR CNRS 5584, Université de Bourgogne)

Abstract

Developing statistical approaches that are able to compare the probability law of qualitative trajectories can be of real interest in many fields of science such as economics and sociology, quality control or epidemiology. This work is motivated by an application in sensory analysis in which subjects indicate the succession of perceived sensations over time using a list of attributes. In Lecuelle (Food Qual Prefer 67:59–66, 2018), Semi-Markov Processes (SMPs) are introduced to model such data, allowing to take into account the dynamics via the transitions from one attribute to another as well as the duration law of each attribute. One of the major challenges of sensory analysis is to determine if two tasted products are perceived differently. For that purpose, the present paper introduces a statistical testing procedure based on the likelihood ratio between two semi-Markov processes, assuming a parametric form for the sojourn time distributions. Three approaches are evaluated to compute the p-value: a first one based on the asymptotic law of the likelihood ratio, a second one based on the parametric bootstrap and a third one based on permutations. These approaches are compared on Monte-Carlo simulated data both in terms of empirical levels under the null hypothesis and statistical powers under alternatives. We also develop partial tests to compare two processes on either their initial probabilities and transition matrices or their sojourn time distributions. Simulations show that permutation approaches perform better in nearly all situations and especially for small and moderate sample sizes. Finally, the proposed tests are illustrated on real datasets which consist in perceived sensations over time during the tasting of different chocolates and cheeses.

Suggested Citation

  • Cindy Frascolla & Guillaume Lecuelle & Pascal Schlich & Hervé Cardot, 2022. "Two sample tests for Semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis," Computational Statistics, Springer, vol. 37(5), pages 2553-2580, November.
  • Handle: RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01210-x
    DOI: 10.1007/s00180-022-01210-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00180-022-01210-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00180-022-01210-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eddelbuettel, Dirk & Francois, Romain, 2011. "Rcpp: Seamless R and C++ Integration," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i08).
    2. Samis Trevezas & Nikolaos Limnios, 2011. "Exact MLE and asymptotic properties for nonparametric semi-Markov models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 719-739.
    3. Joseph P. Romano & Michael Wolf, 2005. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 94-108, March.
    4. Hervé Cardot & Guillaume Lecuelle & Pascal Schlich & Michel Visalli, 2019. "Estimating finite mixtures of semi‐Markov chains: an application to the segmentation of temporal sensory data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(5), pages 1281-1303, November.
    5. Vlad Stefan Barbu & Alex Karagrigoriou & Andreas Makrides, 2017. "Semi-Markov Modelling for Multi-State Systems," Methodology and Computing in Applied Probability, Springer, vol. 19(4), pages 1011-1028, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-dimensional econometrics and regularized GMM," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Wilson J. Wright & Peter N. Neitlich & Alyssa E. Shiel & Mevin B. Hooten, 2022. "Mechanistic spatial models for heavy metal pollution," Environmetrics, John Wiley & Sons, Ltd., vol. 33(8), December.
    3. Rute M. Caeiro & Pedro C. Vicente, 2020. "Knowledge of vitamin A deficiency and crop adoption: Evidence from a field experiment in Mozambique," Agricultural Economics, International Association of Agricultural Economists, vol. 51(2), pages 175-190, March.
    4. Jessamyn Schaller & Mariana Zerpa, 2019. "Short-Run Effects of Parental Job Loss on Child Health," American Journal of Health Economics, MIT Press, vol. 5(1), pages 8-41, Winter.
    5. repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS
    6. Jaschke Philipp & Sulin Sardoschau & Marco Tabellini, 2021. "Scared Straight? Threat and Assimilation of Refugees in Germany," RF Berlin - CReAM Discussion Paper Series 2136, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    7. Fabian Kosse & Thomas Deckers & Pia Pinger & Hannah Schildberg-Hörisch & Armin Falk, 2020. "The Formation of Prosociality: Causal Evidence on the Role of Social Environment," Journal of Political Economy, University of Chicago Press, vol. 128(2), pages 434-467.
    8. Grácio, Matilde & Vicente, Pedro C., 2021. "Information, get-out-the-vote messages, and peer influence: Causal effects on political behavior in Mozambique," Journal of Development Economics, Elsevier, vol. 151(C).
    9. Barrera, Oscar & Guriev, Sergei & Henry, Emeric & Zhuravskaya, Ekaterina, 2020. "Facts, alternative facts, and fact checking in times of post-truth politics," Journal of Public Economics, Elsevier, vol. 182(C).
    10. Rossi, Pauline & Villar, Paola, 2020. "Private health investments under competing risks: Evidence from malaria control in Senegal," Journal of Health Economics, Elsevier, vol. 73(C).
    11. Hızıroğlu Aygün, Aysun & Kırdar, Murat Güray & Koyuncu, Murat & Stoeffler, Quentin, 2024. "Keeping refugee children in school and out of work: Evidence from the world's largest humanitarian cash transfer program," Journal of Development Economics, Elsevier, vol. 168(C).
    12. Cygan-Rehm, Kamila & Karbownik, Krzysztof, 2022. "The effects of incentivizing early prenatal care on infant health," Journal of Health Economics, Elsevier, vol. 83(C).
    13. Dolan, Paul & Krekel, Christian & Shreedhar, Ganga & Lee, Helen & Marshall, Claire & Smith, Allison, 2021. "Happy to help: the welfare effects of a nationwide micro-volunteering programme," LSE Research Online Documents on Economics 114387, London School of Economics and Political Science, LSE Library.
    14. Fernández de Marcos Giménez de los Galanes, Alberto, 2022. "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS 35324, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2016. "Targeting Policies: Multiple Testing and Distributional Treatment Effects," NBER Working Papers 22950, National Bureau of Economic Research, Inc.
    16. Orla Doyle & Nick Fitzpatrick & Judy Lovett & Caroline Rawdon, 2015. "Early intervention and child health: Evidence from a Dublin-based randomized controlled trial," Working Papers 201505, Geary Institute, University College Dublin.
    17. Sloot Henrik, 2022. "Implementing Markovian models for extendible Marshall–Olkin distributions," Dependence Modeling, De Gruyter, vol. 10(1), pages 308-343, January.
    18. Stange, Jens & Dickhaus, Thorsten & Navarro, Arcadi & Schunk, Daniel, 2016. "Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 32-40.
    19. Vlad Stefan Barbu & Guglielmo D’Amico & Thomas Gkelsinis, 2021. "Sequential Interval Reliability for Discrete-Time Homogeneous Semi-Markov Repairable Systems," Mathematics, MDPI, vol. 9(16), pages 1-18, August.
    20. Orla Doyle & Liam Delaney & Christine O'Farrelly & Nick Fitzpatrick & Michael Daly, 2015. "Can Early Intervention Improve Maternal Well-being? Evidence from a Randomized Controlled Trial," Working Papers 2015-015, Human Capital and Economic Opportunity Working Group.
    21. Acevedo, Paloma & Cruces, Guillermo & Gertler, Paul & Martinez, Sebastian, 2020. "How vocational education made women better off but left men behind," Labour Economics, Elsevier, vol. 65(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01210-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.