sim: Tests under comparision for testing for homogeneity in...

In robustETM: Robust Methods using Exponential Tilt Model

Description

The function conducts the pseudolikelihood based EM test for homogeneity in generalized exponential tilt mixture models

Usage

sim(itr, K, cc, i.n, isetting, lambda, distn)

Arguments

itr	random seed
K	Number of grid values for proportion parameter lambda
cc	Tuning parameter C for penalty function
isetting	Type I error or power scenarios I II and III for simulation study
lambda	Proportion parameter lambda
i.n	Sample size setting
distn	Distribution

Value

mplrt_EM.TS	Test statistic for the proposed PLEMT test
qin.TS	Test statistic for empirical likelihood ratio test
liu.TS	Test statistic for modified empirical likelihood ratio test
t.TS	Test statistic for t-test
wilcox.p	p-value for wilcoxon test
logist.TS	Test statistic for logistic regression test

Author(s)

Chuan Hong, Yong Chen, Yang Ning, Hao Wu

References

Hong, C., Chen Y., Ning Y., Wang S., Wu H. and Carroll R.J. (2016). PLEMT: A novel pseudolikelihood based EM test for homogeneity in generalized exponential tilt mixture model (in preparation).

Examples

# not run
#myresult=sim(itr=1234, K=10, cc=20, i.n=2, isetting=1, lambda=0.3, distn="norm")

robustETM documentation built on May 1, 2019, 7:29 p.m.