Extensions of Rao-Scott Tests: Pseudo Likelihood-Ratio Tests for Survey Data

• Activity Number: 379
• Type: Invited
• Date/Time: Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
• Sponsor: SSC
• Author(s): Alastair John Scott*+ and Thomas Lumley
• Companies: University of Auckland and University of Auckland
• Keywords: complex sampling ; generalized linear models ; statistical computing

Abstract

Data from complex surveys are being used increasingly to build the same sort of explanatory and predictive models used in the rest of statistics. Unfortunately the assumptions underlying standard statistical methods are not even approximately valid for survey data. The problem of parameter estimation has been largely solved through the use of weighted estimating equations, and software for most standard statistical procedures is now available in all major statistical packages. With one notable exception, the big gap in the output from these packages is an analogue of the likelihood ratio test and related quantities like AIC. The exception is Rao-Scott tests for loglinear models in contingency tables. It turns out to be straightforward to extend these tests to many other situations, e.g. GLMs and survival models. We show that the asymptotic null distribution is a linear combination of ch