Computation of the p-value of the maximum of score tests in the generalized linear model: application to multiple coding

Benoit Liquet (1) , Daniel Commenges (2)

1 I3M - Institut de Mathématiques et de Modélisation de Montpellier
2 Equipe de Biostatistique

We propose a method to correct the significance level for a series of tests corresponding to several transformations of an explanatory variable in generalized linear model. Correlation between score test are derived to apply the proposed method.

Keywords: Generalized linear model; multiplicity; p-value; Score test

Domains: Santé publique et épidémiologie

Benoit Liquet, Daniel Commenges. Computation of the p-value of the maximum of score tests in the generalized linear model: application to multiple coding. Statistics and Probability Letters, 2005, 71 (1), pp.33-38. ⟨10.1016/j.spl.2004.10.019⟩. ⟨inserm-00367318⟩