4.6 Article

Monte Carlo evaluation of resampling-based hypothesis tests

Journal

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 95, Issue 450, Pages 486-492

Publisher

AMER STATISTICAL ASSOC
DOI: 10.2307/2669393

Keywords

bootstrap; extrapolation; Monte Carlo test; permutation test; p value; power function; SIMEX

Ask authors/readers for more resources

Monte Carlo estimation of the power of tests that require resampling can be very computationally intensive. It is possible to reduce the size of the inner resampling loop as long as the resulting estimator of power can be corrected for bias. A simple linear extrapolation method is shown to perform well in correcting for bias and thus reduces computation time in Monte Carlo power studies.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.6
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available