Computing highly accurate or exact P-values using importance sampling

Especially for discrete data, standard first order P-values can suffer from poor accuracy, even for quite large sample sizes. Moreover, different test statistics can give practically different results. There are several approaches to computing P-values which do not suffer these defects, such as parametric bootstrap P-values or the partially maximised P-values of Berger and Boos (1994).

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Year of publication:	2012
Authors:	Lloyd, Chris J.
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 6, p. 1784-1794
Publisher:	Elsevier
Subject:	Bootstrap \| Exact tests \| Logistic regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011056485