2026-07-31T10:11:34Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/578312023-08-26T23:13:31Zcom_20.500.14352_14col_20.500.14352_15

00925njm 22002777a 4500 dc Cressie, Noel A. author Pardo Llorente, Leandro author 2002-04-15 Consider the loglinear model for categorical data under the assumption of either Poisson, multinomial, or product-multinomial sampling. We are interested in testing between various hypotheses on the parameter space. In this paper, the usual likelihood ratio test, with maximum likelihood estimators for the unspecified parameters, is generalized to tests based on phi-divergences, still using maximum likelihood estimators. These tests yield the likelihood ratio test as a special case. Asymptotic distributions for the new test statistics are derived under both the null and the alternative hypotheses. Then it is shown how the phi-divergences can be used to test nested hypotheses, yielding a type of "analysis of divergence". 0378-3758 10.1016/S0378-3758(01)00236-1 https://hdl.handle.net/20.500.14352/57831 http://www.sciencedirect.com/science/article/pii/S0378375801002361 http://www.sciencedirect.com/ Model checking in loglinear models using phi-divergences and MLEs