✦ LIBER ✦

A note on the Wald, LR and LM tests and misspecification

✍ Scribed by Kazuhiro Ohtani

Book ID: 116099439
Publisher: Elsevier Science
Year: 1984
Tongue: English
Weight: 253 KB
Volume: 14
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(84)90024-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Comparing the Wald, LR and LM tests for

Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model

✍ Koichi Maekawa 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 246 KB

Pooling multivariate data under W, LR an

Pooling multivariate data under W, LR and LM tests

✍ B. M. Golam Kibria; A. K. Ms. E. Saleh 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 783 KB

On the Robustness of LM, LR, and W Tests

On the Robustness of LM, LR, and W Tests in Regression Models

✍ Aman Ullah and Victoria Zinde-Walsh 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 254 KB

Comparison of LR, Score, and Wald Tests

Comparison of LR, Score, and Wald Tests in a Non-IID Setting

✍ C.Radhakrishna Rao; Rahul Mukerjee 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 931 KB

Considering a large class of tests, we study higher order power in a possibly noniid set-up. Optimum properties for the likelihood ratio and score tests are exhibited under the criteria of second-order local maximinity and third-order local average power, respectively. The issue of stringency with r

Algebraic equivalences among Wald, LM an

Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model

✍ Yuzo Honda 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 215 KB

A Note on the Efficiency of the Wald Seq

A Note on the Efficiency of the Wald Sequential Test

✍ Edward Paulson 📂 Article 📅 1947 🏛 Institute of Mathematical Statistics ⚖ 422 KB