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A proportional score test over the nuisance parameter space: Properties and applications

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  • Thas, Olivier
  • Yuan, Ao
  • Ng, Hon Keung Tony
  • Zheng, Gang

Abstract

We generalize and study the properties of a test proposed by Zheng (2008) for hypothesis testing involves nuisance parameters that are not present under the null hypothesis. The methodology is illustrated by case-control genetic association studies under model uncertainty.

Suggested Citation

  • Thas, Olivier & Yuan, Ao & Ng, Hon Keung Tony & Zheng, Gang, 2015. "A proportional score test over the nuisance parameter space: Properties and applications," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 295-300.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:295-300
    DOI: 10.1016/j.spl.2015.07.022
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    References listed on IDEAS

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    1. LOUISE M. RYAN & Boris Freidlin & Marvin J. Podgor & Joseph L. Gastwirth, 1999. "Efficiency Robust Tests for Survival or Ordered Categorical Data," Biometrics, The International Biometric Society, vol. 55(3), pages 883-886, September.
    2. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    3. Gang Zheng, 2008. "Analysis of Ordered Categorical Data: Two Score-Independent Approaches," Biometrics, The International Biometric Society, vol. 64(4), pages 1276-1279, December.
    Full references (including those not matched with items on IDEAS)

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