Changes

Jump to navigation Jump to search
Small data sets and MC analysis
Line 12: Line 12:     
::Andy, how exactly is the Monte Carlo method incorrect to use in this case?  I have seen it used in publications with much smaller datasets.--[[User:Able806|Able806]] 10:29, 5 March 2009 (EST)
 
::Andy, how exactly is the Monte Carlo method incorrect to use in this case?  I have seen it used in publications with much smaller datasets.--[[User:Able806|Able806]] 10:29, 5 March 2009 (EST)
 +
 +
:::Able806, I'm interested in looking at the publications you mentioned that use Monte Carlo methods to analyze small data sets. Could you provide some examples? Thanks. [[User:SJohnson|SJohnson]] 16:41, 5 March 2009 (EST)
    
Sjohnson, I believe you just proved my point.  In the literature of mean and covariance structure analysis, non-central chi-square distribution is commonly used to describe the behavior of the likelihood ratio statistic under alternative hypothesis; it is widely believed that the non-central chi-square distribution is justified by statistical theory. Actually, when the null hypothesis is not trivially violated, the non-central chi-square distribution cannot describe the LR statistic well even when data are normally distributed and the sample size is large. Monte Carlo results compare the strength of the normal distribution against that of the non-central chi-square distribution.  In an association analysis comparing cases and controls with respect to allele frequencies at a highly polymorphic locus, a potential problem is that the conventional chi-squared test may not be valid for a large, sparse contingency table. Reliance on statistics with known asymptotic distribution is unnecessary, as Monte Carlo simulations can be performed to estimate the significance level of the test statistic.
 
Sjohnson, I believe you just proved my point.  In the literature of mean and covariance structure analysis, non-central chi-square distribution is commonly used to describe the behavior of the likelihood ratio statistic under alternative hypothesis; it is widely believed that the non-central chi-square distribution is justified by statistical theory. Actually, when the null hypothesis is not trivially violated, the non-central chi-square distribution cannot describe the LR statistic well even when data are normally distributed and the sample size is large. Monte Carlo results compare the strength of the normal distribution against that of the non-central chi-square distribution.  In an association analysis comparing cases and controls with respect to allele frequencies at a highly polymorphic locus, a potential problem is that the conventional chi-squared test may not be valid for a large, sparse contingency table. Reliance on statistics with known asymptotic distribution is unnecessary, as Monte Carlo simulations can be performed to estimate the significance level of the test statistic.
37

edits

Navigation menu