On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular (Q3598298)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular |
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On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular (English)
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3 February 2009
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likelihood estimation subject to equality constraints
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Wald test
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Lagrangian multiplier test
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likelihood ratio test
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modified Wald and Lagrangian multiplier statistics
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equivalence of tests
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