Compute a test of trend in prevalences based on a likelihood-ratio statistic
This function takes a series of point estimates and their associated standard errors and
computes the p-value for the test of a monotone decrease in the
population prevalences (in sequence order).
The p-value for a monotone increase is
also reported.
More formally, let the K population prevalences in sequence order be p_1, …, p_K.
We test the null hypothesis:
H_0 : p_1 = … = p_K
vs
H_1 : p_1 ≥ p_2 … ≥ p_K
with at least one equality strict. A likelihood ratio statistic for this test has
been derived (Bartholomew 1959).
The null distribution of the likelihood ratio statistic is very complex
but can be determined by a simple Monte Carlo process.
We also test the null hypothesis:
H_0 : p_1 ≥ p_2 … ≥ p_K
vs
H_1 : \overline{H_0}
The null distribution of the likelihood ratio statistic is very complex but can be determined by a simple Monte Carlo process. The function requires the isotone library.
LRT.value.trend(x, sigma)
x |
A vector of prevalence estimates in the order (e.g., time). |
sigma |
A vector of standard error estimates corresponding to |
A list with components
pvalue.increasing
: The p-value for the test of a monotone increase in population prevalence.
pvalue.decreasing
: The p-value for the test of a monotone decrease in population prevalence.
L
: The value of the likelihood-ratio statistic.
x
: The passed vector of prevalence estimates in the order (e.g., time).
sigma
The passed vector of standard error estimates corresponding to x
.
Mark S. Handcock
Bartholomew, D. J. (1959). A test of homogeneity for ordered alternatives. Biometrika 46 36-48.
## Not run: x <- c(0.16,0.15,0.3) sigma <- c(0.04,0.04,0.1) LRT.value.trend(x,sigma) ## End(Not run)
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