test.theta: Hypothesis test for proportionality parameter
Description
Hypothesis test for the proportionality parameter of the semiparametric proportional odds
rate model.
Usage
test.theta(x, y, alternative = c("two.sided", "less", "greater"),
theta = 1, B = 1000, conf.level = 0.95)
Arguments
x,y
Vectors containing the data values of the two samples \(x_1,\ldots,x_m\)
and \(y_1,\ldots,y_n\).
alternative
A character string specifying the alternative hypothesis, must be one of "two.sided" (default),
"greater" or "less". You can specify just the initial letter.
theta
The hypothesized values of \(\theta\).
B
The number of number Monte Carlo trials for simulation approach.
conf.level
Confidence level of the test.
Value
theta
Maximum rank-based likelihood estimate of \(\theta\)
p-value
The p-vakue of the test statistic
%% ...
Details
Using the Monte Carlo simulation method to approximate the p-value of the test statistic which is
distribution-free.
References
Zhong Guan and Cheng Peng (2011), "A rank-based
empirical likelihood approach to two-sample proportional odds model and
its goodness-of-fit", Journal of
Nonparametric Statistics, to appear.