Implementation of higher-order asymptotics to S-plus |
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Authors: | Grace Y Yi Jianrong Wu Ying Liu |
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Affiliation: | a Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, Ont., Canada N2L 3G1;b Department of Biostatistics, St. Jude Children's Research Hospital, 332 North Lauderdale St., Memphis, TN 38105, USA;c Clinical Biostatistics and Research Decision Sciences, Merck Research Laboratories, Rahway, NJ 07065, USA |
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Abstract: | Higher-order asymptotics is an active area of development in theoretical statistics. However, most existing work in higher-order asymptotics is directed to the theoretical aspects. This paper attempts to incorporate higher-order inference procedures to S-plus, a widely used software in statistics. Algorithm is developed in the settings of generalized linear models and nonlinear regression models. The proposed algorithm generalizes the standard S-plus functions “glim” and “nls” in the sense that both the first-order and higher-order p-values are provided, and its manipulation is straightforward. |
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Keywords: | Generalized linear model Higher-order asymptotics Interest parameter Link function Nonlinear regression model p-Value |
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