One-sided significance tests for generalized linear models under dichotomous response.
Dichotomous response models are common in many experimental settings. Often, concomitant explanatory variables are recorded, and a generalized linear model, such as a logit model, is fit. In some cases, interest in specific model parameters is directed only at one-sided departures from some null effect. In these cases, procedures can be developed for testing the null effect against a one-sided alternative. These include Bonferroni-type adjustments of univariate Wald tests, and likelihood ratio tests that employ inequality-constrained multivariate theory. This paper examines such tests of significance. Monte Carlo evaluations are undertaken to examine the small-sample properties of the various procedures. The procedures are seen to perform fairly well, generally achieving their nominal sizes at total sample sizes near 100 experimental units. Extensions to the problem of one-sided tests against a control or standard are also considered.
Piegorsch
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Statistics and Biomathematics Branch, National Institute of Environmental Health Sciences, Research Triangle Park, North Carolina 27709.
D001699:Biometry; D005798:Genes, Bacterial / Q000187:drug effects; D016014:Linear Models; D009010:Monte Carlo Method; D015999:Multivariate Analysis