Asymptotic Power of Tests of Linear Hypotheses Using the Probit and Logit Transformations
作者:
JamesE. Grizzle,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1962)
卷期:
Volume 57,
issue 300
页码: 877-894
ISSN:0162-1459
年代: 1962
DOI:10.1080/01621459.1962.10500823
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The statistic for testing the fit of a linear model, or the statistic for testing a linear hypothesis under the model, when using probits or logits, has a central χ2-distribution for large samples if the null hypothesis is true. If it is not true, the test statistic has, asymptotically, a non-central χ2-distribution with a non-centrality parameter that depends on the alternative hypothesis, the model, and the transformation. Non-Centrality parameters associated with tests of the two types of hypotheses are derived, and the non-centrality parameters of some tests of interest in bioassay when the response is quantal are derived as special cases. Possible applications are discussed and several numerical examples are given.
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