Background
Methods
Model
Test statistics
p-value calculation methods
(1) Asymptotic method (AM)
(2) Saddlepoint approximation method (SAM)
(3) Exact unconditional method (EUM)
(4) Approximate unconditional method (AUM)
(5) Bootstrap-resampling method (BTM)
Simulation study
Results
Simulation study
AM | SAM | EUM | AUM | BTM | ||||||||||||||
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30 | 1:1:1 | 0.15 | 0.5 | 13.4 | 12.3 | 13.9 | 43.6 | 21.2 | 22.5 | 5.0 | 18.1 | 15.3 | 18.2 | 18.2 | 14.9 | 17.9 | 18.0 | 16.2 |
0.8 | 44.2 | 43.9 | 38.0 | 42.6 | 72.4 | 30.0 | 28.1 | 43.5 | 40.3 | 42.1 | 42.1 | 39.7 | 43.7 | 43.9 | 42.1 | |||
0.95 | 86.0 | 85.8 | 75.2 | 95.6 | 97.7 | 36.8 | 67.8 | 79.1 | 76.0 | 74.2 | 74.2 | 71.3 | 75.8 | 75.4 | 75.0 | |||
0.3 | 0.5 | 8.8 | 7.5 | 8.3 | 39.9 | 23.2 | 14.8 | 2.9 | 10.7 | 8.5 | 10.8 | 10.8 | 9.3 | 11.1 | 11.1 | 9.1 | ||
0.8 | 30.1 | 29.2 | 22.0 | 21.1 | 35.6 | 26.6 | 15.9 | 29.2 | 24.8 | 30.0 | 30.0 | 26.8 | 30.2 | 30.7 | 29.0 | |||
0.95 | 66.3 | 64.1 | 45.6 | 80.6 | 88.3 | 26.4 | 42.5 | 52.7 | 49.8 | 59.4 | 59.4 | 57.1 | 60.0 | 59.7 | 59.4 | |||
1:2:3 | 0.15 | 0.5 | 14.2 | 11.9 | 18.6 | 33.2 | 28.2 | 24.7 | 13.2 | 17.9 | 13.7 | 21.7 | 21.7 | 19.7 | 20.3 | 20.0 | 18.4 | |
0.8 | 43.6 | 41.4 | 48.3 | 58.9 | 81.3 | 29.0 | 43.4 | 45.4 | 36.3 | 53.1 | 52.3 | 44.8 | 51.5 | 51.1 | 44.4 | |||
0.95 | 83.0 | 82.9 | 83.9 | 97.1 | 98.8 | 36.0 | 85.6 | 79.6 | 82.6 | 85.9 | 84.3 | 79.9 | 85.4 | 84.9 | 80.6 | |||
0.3 | 0.5 | 8.6 | 7.2 | 10.3 | 36.2 | 25.0 | 18.7 | 7.9 | 10.8 | 7.6 | 12.4 | 12.2 | 10.5 | 11.9 | 11.7 | 9.8 | ||
0.8 | 29.7 | 27.4 | 30.1 | 26.1 | 57.9 | 25.9 | 28.9 | 31.9 | 22.7 | 35.0 | 33.6 | 28.2 | 34.4 | 33.7 | 29.5 | |||
0.95 | 62.4 | 61.8 | 62.8 | 85.5 | 95.3 | 36.9 | 66.4 | 63.0 | 60.9 | 65.8 | 64.5 | 62.3 | 66.3 | 65.9 | 64.0 | |||
60 | 1:1:1 | 0.15 | 0.5 | 19.0 | 19.0 | 18.4 | 33.7 | 47.5 | 24.3 | 10.7 | 11.3 | 14.2 | 29.3 | 29.4 | 28.3 | 28.0 | 28.1 | 27.2 |
0.8 | 65.8 | 67.8 | 59.6 | 85.2 | 92.4 | 38.9 | 55.0 | 56.3 | 48.7 | 71.4 | 71.4 | 71.4 | 71.1 | 71.1 | 70.7 | |||
0.95 | 97.9 | 98.6 | 96.6 | 96.6 | 96.7 | 50.3 | 95.9 | 96.7 | 89.3 | 97.7 | 97.7 | 97.7 | 97.7 | 97.7 | 97.7 | |||
0.3 | 0.5 | 9.7 | 9.4 | 9.5 | 43.2 | 21.5 | 16.9 | 4.7 | 5.3 | 4.2 | 17.0 | 17.2 | 15.3 | 14.1 | 14.3 | 13.1 | ||
0.8 | 46.5 | 47.1 | 39.8 | 54.6 | 79.8 | 33.2 | 35.4 | 36.9 | 37.1 | 50.9 | 50.9 | 50.8 | 49.7 | 50.3 | 50.0 | |||
0.95 | 91.3 | 93.3 | 85.7 | 95.3 | 96.0 | 47.0 | 85.9 | 87.8 | 71.3 | 88.0 | 88.0 | 88.0 | 89.6 | 89.3 | 89.5 | |||
1:2:3 | 0.15 | 0.5 | 20.5 | 20.2 | 22.2 | 29.6 | 53.8 | 27.9 | 24.1 | 22.1 | 24.2 | 31.0 | 30.8 | 28.3 | 31.7 | 31.1 | 28.2 | |
0.8 | 72.5 | 72.5 | 69.1 | 92.3 | 96.4 | 40.9 | 73.9 | 73.3 | 79.2 | 77.0 | 76.9 | 75.9 | 78.3 | 78.1 | 76.7 | |||
0.95 | 98.6 | 98.6 | 98.0 | 99.9 | 99.9 | 50.6 | 98.6 | 98.9 | 92.4 | 99.1 | 99.0 | 99.0 | 98.5 | 98.5 | 98.4 | |||
0.3 | 0.5 | 10.3 | 10.0 | 10.3 | 42.9 | 25.0 | 20.1 | 12.3 | 10.3 | 10.1 | 15.8 | 15.7 | 13.5 | 15.8 | 15.4 | 13.4 | ||
0.8 | 49.3 | 49.2 | 45.1 | 64.6 | 84.1 | 36.2 | 52.0 | 48.4 | 38.0 | 52.0 | 52.0 | 51.0 | 55.5 | 55.4 | 54.1 | |||
0.95 | 90.4 | 90.3 | 88.7 | 99.1 | 99.4 | 51.3 | 90.9 | 92.5 | 82.4 | 92.1 | 92.0 | 92.0 | 91.8 | 91.7 | 91.7 |
Real data example
θ=0.6 |
θ=0.8 | ||||||
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Test method |
T
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T
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T
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T
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T
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T
L
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AM | 0.173 | 0.162 | 0.164 | 0.234 | 0.229 | 0.230 | |
SAM | 0.494 | 0.494 | 0.140 | 0.497 | 0.497 | 0.162 | |
EUM | 0.185 | 0.181 | 0.192 | 0.233 | 0.202 | 0.210 | |
AUM | 0.166 | 0.165 | 0.186 | 0.232 | 0.230 | 0.249 | |
BTM | 0.504 | 0.502 | 0.519 | 0.516 | 0.514 | 0.530 |
Discussion
λ
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R
:λ
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θ
| n | AM | SAM | EUM | AUM | BTM |
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1:2:3 | 0.6 | 30 | 3.3 | 269 | 2920 | 55.75 | 11700 |
60 | 3.8 | 356 | 130950 | 357.3 | 20700 |