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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
A Simulation Study On The Size And Power Properties Of Some Ridge Regression Tests, B. M. Golam Kibria, Shipra Banik
A Simulation Study On The Size And Power Properties Of Some Ridge Regression Tests, B. M. Golam Kibria, Shipra Banik
Applications and Applied Mathematics: An International Journal (AAM)
Ridge regression techniques have been extensively used to solve the multicollinearity problem for both linear and non-linear regression models since its inception. This paper studied different ridge regression t-type tests of the individual coefficients of a linear regression model. A simulation study has been conducted to evaluate the performance of the proposed tests with respect to their sizes and powers under different settings of the linear regression model. Our simulation results demonstrated that most of the proposed tests have sizes close to the 5% nominal level and all tests except tAKS, tkM2 and tkM9 have considerable gain in powers over …
The Andersen Likelihood Ratio Test With A Random Split Criterion Lacks Power, Georg Krammer
The Andersen Likelihood Ratio Test With A Random Split Criterion Lacks Power, Georg Krammer
Journal of Modern Applied Statistical Methods
The Andersen LRT uses sample characteristics as split criteria to evaluate Rasch model fit, or theory driven hypothesis testing for a test. The power and Type I error of a random split criterion was evaluated with a simulation study. Results consistently show a random split criterion lacks power.