6533b85efe1ef96bd12c082a
RESEARCH PRODUCT
Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
Vito M. R. Muggeosubject
Statistics and ProbabilityScore testscore testNuisance variablepiecewise linearthreshold valuecomputer.software_genre01 natural sciencesnon-standard inference010104 statistics & probability03 medical and health sciences0302 clinical medicineStatisticsLinear regressionTest statisticNuisance parameter0101 mathematicsSegmented regressionStatisticMathematicsApplied MathematicsProbabilistic logicBreakpoint detectionModeling and SimulationData miningStatistics Probability and UncertaintySettore SECS-S/01 - Statisticacomputer030217 neurology & neurosurgerydescription
ABSTRACTWe introduce a score-type statistic to test for a non-zero regression coefficient when the relevant term involves a nuisance parameter present only under the alternative. Despite the non-regularity and complexity of the problem and unlike the previous approaches, the proposed test statistic does not require the nuisance to be estimated. It is simple to implement by relying on the conventional distributions, such as Normal or t, and it justified in the setting of probabilistic coherence. We focus on testing for the existence of a breakpoint in segmented regression, and illustrate the methodology with an analysis on data of DNA copy number aberrations and gene expression profiles from 97 breast cancer patients; moreover some simulations reveal that the proposed test is more powerful than its competitors previously discussed in literature.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2016-02-24 | Journal of Statistical Computation and Simulation |