Extending The Range of Application of Permutation Tests: the Expected Permutation p-value Approach

2010/03/04 by Daniel Commenges, Commenges, Daniel
Mathematics · #62F03 #62F40 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods in Clinical Trials

paper · pdf · doi:10.48550/arxiv.1003.1002

openalex publication_date 2010/03/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The limitation of permutation tests is that they assume exchangeability. It is shown that in generalized linear models one can construct permutation tests from score statistics in particular cases. When under the null hypothesis the observations are not exchangeable, a representation in terms of Cox-Snell residuals allows to develop an approach based on an expected permutation p-value (Eppv); this is applied to the logistic regression model. A small simulation study and an illustration with real data are given.

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