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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.
Year of publication:
2005
Authors: Liquet, Benoit ; Commenges, Daniel
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 71.2005, 1, p. 33-38
Publisher: Elsevier
Keywords: Generalized linear model Multiplicity p-value Score test
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005074782
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