Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling

We 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...

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Vydáno v:Journal of statistical computation and simulation Ročník 86; číslo 15; s. 3059 - 3067
Hlavní autor: Muggeo, Vito M. R.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Abingdon Taylor & Francis 12.10.2016
Taylor & Francis Ltd
Témata:
Breakpoint detection
Breast
Computer simulation
Gene expression
Mathematical models
non-standard inference
Nuisance
Patients
piecewise linear
Primary: 62F03
Regression
score test
Secondary: 62J02
Statistical tests
Statistics
threshold value
ISSN:0094-9655, 1563-5163
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Shrnutí:We 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.
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ISSN:0094-9655
1563-5163
DOI:10.1080/00949655.2016.1149855