[R] score in LRT testing for trend
vito.muggeo at giustizia.it
Thu Jun 6 12:29:44 CEST 2002
This is not a strictly related R question; I apologize for this.
I'm interest in simulate the sampling distribution of the LRT, testing for
trend among the levels of some categorical variable X in a regression model.
(in practice this is achieved by assigning scores to the levels of X and
fitting such numeric variable).
To simulate the sampling distribution the steps are:
1. Simulate the model *without* trend
2. for every sample compare the model with and without the "X by score"
My question is which scores should I use? It is well known that the score
affect the test, so which score have I to use to get the LRT? Can different
values lead to different null distributions? Any suggestion is coming?
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