Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression

Keck C, Mayer A, Rosseel Y (2022)
Frontiers in Psychology 13: 899165.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Keck, Caroline; Mayer, AxelUniBi; Rosseel, Yves
Abstract / Bemerkung
Within the framework of constrained statistical inference, we can test informative hypotheses, in which, for example, regression coefficients are constrained to have a certain direction or be in a specific order. A large amount of frequentist informative test statistics exist that each come with different versions, strengths and weaknesses. This paper gives an overview about these statistics, including the Wald, the LRT, the Score, the F - and the D-statistic. Simulation studies are presented that clarify their performance in terms of type I and type II error rates under different conditions. Based on the results, it is recommended to use the Wald and F -test rather than the LRT and Score test as the former need less computing time. Furthermore, it is favorable to use the degrees of freedom corrected rather than the naive mean squared error when calculating the test statistics as well as using the F - rather than the chi 2 -distribution when calculating the p-values. Copyright © 2022 Keck, Mayer and Rosseel.
Erscheinungsjahr
2022
Zeitschriftentitel
Frontiers in Psychology
Band
13
Art.-Nr.
899165
eISSN
1664-1078
Page URI
https://pub.uni-bielefeld.de/record/2966832

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Keck C, Mayer A, Rosseel Y. Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression. Frontiers in Psychology. 2022;13: 899165.
Keck, C., Mayer, A., & Rosseel, Y. (2022). Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression. Frontiers in Psychology, 13, 899165. https://doi.org/10.3389/fpsyg.2022.899165
Keck, Caroline, Mayer, Axel, and Rosseel, Yves. 2022. “Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression”. Frontiers in Psychology 13: 899165.
Keck, C., Mayer, A., and Rosseel, Y. (2022). Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression. Frontiers in Psychology 13:899165.
Keck, C., Mayer, A., & Rosseel, Y., 2022. Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression. Frontiers in Psychology, 13: 899165.
C. Keck, A. Mayer, and Y. Rosseel, “Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression”, Frontiers in Psychology, vol. 13, 2022, : 899165.
Keck, C., Mayer, A., Rosseel, Y.: Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression. Frontiers in Psychology. 13, : 899165 (2022).
Keck, Caroline, Mayer, Axel, and Rosseel, Yves. “Overview and evaluation of various frequentist test statistics using constrained statistical inference in the context of linear regression”. Frontiers in Psychology 13 (2022): 899165.
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2022-12-01T13:50:45Z
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