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Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding

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  • Liquet, Benoit
  • Commenges, Daniel

Abstract

We propose a method to correct the significance level for a series of tests corresponding to several transformations of an explanatory variable in generalized linear model. Correlation between score tests are derived to apply the proposed method.

Suggested Citation

  • Liquet, Benoit & Commenges, Daniel, 2005. "Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 33-38, January.
    • Handle: RePEc:eee:stapro:v:71:y:2005:i:1:p:33-38
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    Cited by:

    1. Daniel Commenges & Benoit Liquet, 2008. "Asymptotic Distribution of Score Statistics for Spatial Cluster Detection with Censored Data," Biometrics, The International Biometric Society, vol. 64(4), pages 1287-1289, December.

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