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 \(p_1, \ldots, p_K\).
We test the null hypothesis:
$$H_0 : p_1 = \ldots = p_K$$
vs
$$H_1 : p_1 \ge p_2 \ldots \ge p_K$$
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:
$$H_0 : p_1 \ge p_2 \ldots \ge p_K$$
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)
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
.
A vector of prevalence estimates in the order (e.g., time).
A 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.
if (FALSE) {
x <- c(0.16,0.15,0.3)
sigma <- c(0.04,0.04,0.1)
LRT.value.trend(x,sigma)
}
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