Generalised score and Wald tests

DOI10.1155/2010/292013MaRDI QIDQ965875zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Paul Rippon, John C. W. Rayner

Publication date 26 April 2010

Published in Advances in Decision Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/227967, http://hdl.handle.net/1959.13/931946

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Review text

Summary: The generalised score and Wald tests are described and related to their non-generalised versions. Two interesting applications are discussed. In the first, a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.

Recommendations

• Generalized inverses and asymptotic properties of Wald tests
• Welch's Approximate Solution for the Behrens-Fisher Problem
• Generalizations of barlett's and hartley's tests of homogeneity using “overall variability”
• scientific article; zbMATH DE number 125636
• Size performance of some tests in one-way anova

Cites work

• Asymptotic Statistics
• scientific article; zbMATH DE number 3763062 (Why is no real title available?)
• Maximum Likelihood Estimation of Misspecified Models
• Smooth Tests of Goodness of Fit
• The continuous modular design problem with linear separable side constraints
• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL

Cited in

(3)

• Testing equality of variances for multiple univariate normal populations
• Assessing and accounting for time heterogeneity in stochastic actor oriented models
• Extension of the Wald statistic to models with dependent observations.

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