Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables

Anita Dobek; Krzysztof Moliński; Ewa Skotarczak

Biometrical Letters (2015)

  • Volume: 52, Issue: 2, page 95-104
  • ISSN: 1896-3811

Abstract

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There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.

How to cite

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Anita Dobek, Krzysztof Moliński, and Ewa Skotarczak. "Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables." Biometrical Letters 52.2 (2015): 95-104. <http://eudml.org/doc/275934>.

@article{AnitaDobek2015,
abstract = {There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.},
author = {Anita Dobek, Krzysztof Moliński, Ewa Skotarczak},
journal = {Biometrical Letters},
keywords = {power of a test; simulation studies; test of independence},
language = {eng},
number = {2},
pages = {95-104},
title = {Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables},
url = {http://eudml.org/doc/275934},
volume = {52},
year = {2015},
}

TY - JOUR
AU - Anita Dobek
AU - Krzysztof Moliński
AU - Ewa Skotarczak
TI - Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables
JO - Biometrical Letters
PY - 2015
VL - 52
IS - 2
SP - 95
EP - 104
AB - There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.
LA - eng
KW - power of a test; simulation studies; test of independence
UR - http://eudml.org/doc/275934
ER -

References

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  1. Chandra T.K., Joshi S.N. (1983): Comparison of likelihood ratio, Rao’s and Wald’s tests and a conjecture of C.R. Rao. Sankhya A, 45: 226-246. Zbl0563.62018
  2. Fox J. (1997): Applied regression analysis, linear models, and related methods. Thousand Oaks, CA, US: Sage Publications, Inc. 
  3. Li B. (2001): Sensitivity of Rao’s score test, the Wald test and the likelihood ratio test to nuisance parameters. J. Statistical Planning and Inference 97: 57-66. Zbl0982.62014
  4. Madansky A. (1989): A comparison of the Likelihood Ratio, Wald, and Rao tests. In: Contributions to Probability and Statistics, I.J. Gleser et al. (eds.), Springer, New York: 465-471. 
  5. Neyman J., Pearson E.S. (1928): On the use and interpretation of certain test criteria. Biometrika 20A: 175-240. Zbl54.0565.05
  6. Peers H.W. (1971): Likelihood ratio and associated test criteria. Biometrika 58: 577-587.[Crossref] Zbl0245.62026
  7. R Core Team (2013): R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.Rproject. org/. 
  8. Rao C.R. (1948): Large sample tests of statistical hypotheses concerning several parameters with application to problems of estimation. Proccedings of the Cambridge Philosophical Society 44: 50-57. Zbl0034.07503
  9. Rao C.R. (2005): Score test: historical review and recent developments. Advances in Ranking and Selection, Multiple Comparisons and Reliability. In: Statistics for Industry and Technology, Balakrishnan N., Kannan N., Nagaraja H.N. (eds.): 3-20. 
  10. Sutradhar B.C., Bartlett R.F. (1993a): Monte Carlo comparison of Wald’s, likelihood Ratio and Rao’s tests. J.Statist. Comput. Simul. 46: 23-33. Zbl0825.62381
  11. Sutradhar B.C., Bartlett R.F. (1993b): A small and large sample comparison of Wald’s, Likelihood Ratio and Rao’s tests for testing linear regression with autocorrelated errors. Sankhya: The Indian Journal of Statistics 55 B: 186-198. Zbl0800.62412
  12. Wald A. (1943): Tests of statistical hypotheses concerning several parameters when the number of observations is large. Transactions of the American Mathematical Society 54: 426-482. Zbl0063.08120
  13. Yi Y., Wang X. (2011): Comparison of Wald, Score, and Likelihood Ratio Tests for Response Adaptive Designs. J. Statistical Theory and Applications 10(4): 553-569. 

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