Testing linearity and relevance of ordinal predictors
From MaRDI portal
Publication:1952255
DOI10.1214/11-EJS661zbMath1329.62312WikidataQ57437756 ScholiaQ57437756MaRDI QIDQ1952255
Franziska Oehrlein, Jan Gertheiss
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1325264853
smoothinglinear mixed modelslikelihood ratio testsordinal covariatesclassical linear modelzero variance component
Related Items (4)
Testing differentially expressed genes in dose-response studies and with ordinal phenotypes ⋮ Penalized optimal scaling for ordinal variables with an application to international classification of functioning core sets ⋮ ANOVA for factors with ordered levels ⋮ Rating scales as predictors -- the old question of scale level and some answers
Uses Software
Cites Work
- Unnamed Item
- Sparse modeling of categorial explanatory variables
- Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- Multisurface method of pattern separation for medical diagnosis applied to breast cytology.
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Semiparametric Regression
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
- Likelihood Ratio Testing of Variance Components in the Linear Mixed-Effects Model Using Restricted Maximum Likelihood
- Exact likelihood ratio tests for penalised splines
- Model Selection and Estimation in Regression with Grouped Variables
This page was built for publication: Testing linearity and relevance of ordinal predictors
