Pre-checking for non-monotonicity of the Wald statistic

DOI10.1080/00949650412331299157zbMath1074.62012OpenAlexW2126603935WikidataQ59260180 ScholiaQ59260180MaRDI QIDQ5704636

Maxwell L. King, Kim-Leng Goh

Publication date: 15 November 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650412331299157

zbMATH Keywords

tablesMonte Carlo experimentpowernonlinear modelsdiagnostic check

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Cites Work

• Modified Wald test for regression disturbances
• The Danger of Extrapolating Asymptotic Local Power
• On the Use of Wald's Test in Exponential Families
• Understanding Wald's Test for Exponential Families
• Wald's Test as Applied to Hypotheses in Logit Analysis

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