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基于优势的有序多元回归中的综合假设检验

Omnibus hypothesis testing in dominance-based ordinal multiple regression.

作者信息

Long Jeffrey D

机构信息

Department of Educational Psychology, University of Minnesota, MN 55455-0211, USA.

出版信息

Psychol Methods. 2005 Sep;10(3):329-51. doi: 10.1037/1082-989X.10.3.329.

Abstract

Often quantitative data in the social sciences have only ordinal justification. Problems of interpretation can arise when least squares multiple regression (LSMR) is used with ordinal data. Two ordinal alternatives are discussed, dominance-based ordinal multiple regression (DOMR) and proportional odds multiple regression. The Q2 statistic is introduced for testing the omnibus null hypothesis in DOMR. A simulation study is discussed that examines the actual Type I error rate and power of Q2 in comparison to the LSMR omnibus F test under normality and non-normality. Results suggest that Q2 has favorable sampling properties as long as the sample size-to-predictors ratio is not too small, and Q2 can be a good alternative to the omnibus F test when the response variable is non-normal.

摘要

社会科学中的定量数据通常只有顺序上的依据。当对顺序数据使用最小二乘多元回归(LSMR)时,可能会出现解释问题。本文讨论了两种顺序回归方法,基于优势的顺序多元回归(DOMR)和比例优势多元回归。引入了Q2统计量来检验DOMR中的总体零假设。本文讨论了一项模拟研究,该研究考察了在正态和非正态情况下,与LSMR总体F检验相比,Q2的实际第一类错误率和检验功效。结果表明,只要样本量与预测变量的比率不太小,Q2就具有良好的抽样特性,并且当响应变量非正态时,Q2可以作为总体F检验的一个很好的替代方法。

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