Communications for Statistical Applications and Methods

  • 제6권2호
  • /
  • Pages.357-366
  • /
  • 1999
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  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Simulation Approach for Testing Non-hierarchical Log-linear Models

  • Park, Hyun-Jip (Full-time Lecturer, Department of Applied Information Statistics, Kyonggi University) ;
  • Hong, Chong-Sun (Professor, Department of Statistics, Sung Kyun Kwan University)
  • 발행 : 1999.08.01
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초록

Let us assume that two different log-linear models are selected by various model selection methods. When these are non-hierarchical it is not easy to choose one of these models. In this paper the well-known Cox's statistic is applied to compare these non-hierarchical log-linear models. Since it is impossible to obtain the analytic solution about the problem we proposed a alternative method by extending Pesaran and pesaran's (1993) simulation approach. We find that the values of proposed test statistic and the estimates are very much stable with some empirical results.

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참고문헌

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