Math @ Duke

Publications [#258020] of David B. Dunson
search arxiv.org.Papers Published
 O'Brien, SM; Kupper, LL; Dunson, DB, Performance of tests of association in misspecified generalized linear models,
Journal of Statistical Planning and Inference, vol. 136 no. 9
(2006),
pp. 30903100, ISSN 03783758 [doi]
(last updated on 2018/10/23)
Abstract: We examine the effects of modelling errors, such as underfitting and overfitting, on the asymptotic power of tests of association between an explanatory variable x and an outcome in the setting of generalized linear models. The regression function for x is approximated by a polynomial or another simple function, and a chisquare statistic is used to test whether the coefficients of the approximation are simultaneously equal to zero. Adding terms to the approximation increases asymptotic power if and only if the fit of the model increases by a certain quantifiable amount. Although a high degree of freedom approximation offers robustness to the shape of the unknown regression function, a low degree of freedom approximation can yield much higher asymptotic power even when the approximation is very poor. In practice, it is useful to compute the power of competing test statistics across the range of alternatives that are plausible a priori. This approach is illustrated through an application in epidemiology. © 2006 Elsevier B.V. All rights reserved.


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