Distribution of likelihood-based p-values under a local alternative hypothesis
File(s)Biometrika-2016-Lee-biomet_asw021.pdf (173.01 KB)
Published version
Author(s)
Young, GA
Lee, SMS
Type
Journal Article
Abstract
We consider inference on a scalar parameter of interest in the presence of a nuisance parameter, using a likelihood-based statistic which is asymptotically normally distributed under the null hypothesis. Higher-order expansions are used to compare the repeated sampling distribution, under a general contiguous alternative hypothesis, of pp-values calculated from the asymptotic normal approximation to the null sampling distribution of the statistic with the distribution of pp-values calculated by bootstrap approximations. The results of comparisons in terms of power of different testing procedures under an alternative hypothesis are closely related to differences under the null hypothesis, specifically the extent to which testing procedures are conservative or liberal under the null. Empirical examples are given which demonstrate that higher-order asymptotic effects may be seen clearly in small-sample contexts.
Date Issued
2016-08-02
Date Acceptance
2016-05-17
Citation
Biometrika, 2016, 103 (3), pp.641-652
ISSN
1464-3510
Publisher
Oxford University Press
Start Page
641
End Page
652
Journal / Book Title
Biometrika
Volume
103
Issue
3
Copyright Statement
© 2016 Biometrika Trust. This is a pre-copyedited, author-produced PDF of an article accepted for publication in Biometrika following peer review. The version of record is available online at: http://biomet.oxfordjournals.org/content/early/2016/08/02/biomet.asw021
Subjects
Science & Technology
Life Sciences & Biomedicine
Physical Sciences
Biology
Mathematical & Computational Biology
Statistics & Probability
Life Sciences & Biomedicine - Other Topics
Mathematics
Alternative hypothesis
Asymptotic normality
Bootstrap
Constrained bootstrap
Likelihood
Null hypothesis
p-value
Power
Size
ONE-SIDED INFERENCE
NUISANCE PARAMETERS
MODELS
Statistics
Econometrics
Publication Status
Published