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Latest revision as of 14:59, 15 May 2024

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Invariance, Nonlinear Models, and Asymptotic Tests
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    Invariance, Nonlinear Models, and Asymptotic Tests (English)
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    28 June 1992
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    formulation of restrictions
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    Neyman's \(C(\alpha)\)
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    asymptotic tests
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    invariance to the representation of the null hypothesis
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    invariance to one-to-one transformations of the parameter space
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    reparametrizations
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    invariance to one-to-one transformations of the model variables
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    changes in measurement units
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    Wald test
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    Lagrange multiplier test
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    regression models
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    Box-Cox transformations
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    consistent estimators of the information matrix
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    likelihood ratio test
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