Reconceptualizing the p-value from a likelihood ratio test : a probabilistic pairwise comparison of models based on Kullback-Leibler discrepancy measures

© 2020 Informa UK Limited, trading as Taylor & Francis Group.

Bibliographische Detailangaben
Veröffentlicht in:Journal of applied statistics. - 1991. - 47(2020), 13-15 vom: 09., Seite 2582-2609
1. Verfasser: Riedle, Benjamin (VerfasserIn)
Weitere Verfasser: Neath, Andrew A, Cavanaugh, Joseph E
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2020
Zugriff auf das übergeordnete Werk:Journal of applied statistics
Schlagworte:Journal Article Bootstrap discrepancy functions hypothesis testing model evaluation model selection
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520 |a Discrepancy measures are often employed in problems involving the selection and assessment of statistical models. A discrepancy gauges the separation between a fitted candidate model and the underlying generating model. In this work, we consider pairwise comparisons of fitted models based on a probabilistic evaluation of the ordering of the constituent discrepancies. An estimator of the probability is derived using the bootstrap. In the framework of hypothesis testing, nested models are often compared on the basis of the p-value. Specifically, the simpler null model is favored unless the p-value is sufficiently small, in which case the null model is rejected and the more general alternative model is retained. Using suitably defined discrepancy measures, we mathematically show that, in general settings, the likelihood ratio test p-value is approximated by the bootstrapped discrepancy comparison probability (BDCP). We argue that the connection between the p-value and the BDCP leads to potentially new insights regarding the utility and limitations of the p-value. The BDCP framework also facilitates discrepancy-based inferences in settings beyond the limited confines of nested model hypothesis testing 
650 4 |a Journal Article 
650 4 |a Bootstrap 
650 4 |a discrepancy functions 
650 4 |a hypothesis testing 
650 4 |a model evaluation 
650 4 |a model selection 
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700 1 |a Cavanaugh, Joseph E  |e verfasserin  |4 aut 
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