Wald one-sided test using generalized estimating equations approach

DOI10.1016/S0167-9473(00)00041-4MaRDI QIDQ5941336zbMATH OpenOpenAlexWikidataFDO

Authors J. C. Neto, Gilberto A. Paula

Publication date 20 August 2001

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(00)00041-4

zbMATH Keywords

Correlated observationsGamma regression modelOne-sided hypothesesOverdispersionPoisson regression model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Review text

We discuss the application of a Wald type test to assess one-sided hypotheses in generalized linear models with correlated responses. The generalized estimating equations (GEE) approach is used to obtain the unrestricted estimates while the restricted estimates are obtained by the least-squares method. The proposed Wald statistical test has for large samples a mixture of chi-square distributions. This statistic generalizes recent test procedures for assessing ordered group effects using GEE. Simulation studies on the small-sample behavior of the proposed statistic are performed. Finally, two examples with real data are given for illustration.

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Cites work

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Cited in

(14)

• Wald-type rank tests: a GEE approach
• Robust small sample inference for generalised estimating equations: an application of the ANOVA-type test
• Multivariate one-sided tests for nonlinear mixed-effects models
• One-Sided Tests in Linear Models with Multivariatet-Distribution
• One-Sided Significance Tests for Generalized Linear Models under Dichotomous Response
• Constrained test in linear models with multivariate power exponential distribution
• Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
• Local influence under parameter constraints
• Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• On Tests Against One-Sided Hypotheses in Some Generalized Linear Models
• Testing by the GEE method without the PA condition
• Extension of the Wald statistic to models with dependent observations.
• Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in k-sample generalized estimating equations

Describes a project that uses

Uses Software

• AS 122
• SAS

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