On Score Tests in Structural Regression Models

DOI10.1080/02331889808802658MaRDI QIDQ4228053zbMATH OpenOpenAlexFDO

Authors Reinaldo B. Arellano-Valle, Heleno Bolfarine

Publication date 2 February 1999

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802658

zbMATH Keywords

elliptical modelsmaximum likelihood estimatesnormal modelsorthogonal parameterizationsscore statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

Recommendations

• Score tests when a nuisance parameter is unidentified under the null hypothesis
• A Conditional Likelihood Ratio Test for Structural Models
• A note on the simple structural regression model
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

Cites work

• Elliptical structural models
• Estimation of a structural linear regression model with a known reliability ratio
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• Likelihood estimation of a simple linear regression model when both variables have error
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• The asymptotic relative efficiency of score tests in a generalized linear model with surrogate covariates
• Ultrastructural elliptical models

Cited in

(9)

• Score tests for zero covariances in recursive linear models for grouped or censored data
• A note on the simple structural regression model
• Specification testing when score test statistics are identically zero
• A note on the structural change test in highly parameterized psychometric models
• Score tests in GMM: why use implied probabilities?
• A graphical representation of the score test in regression
• The score test statistic of a general mean-shift model
• On Interpretations of tests and effect sizes in regression models with a compositional predictor
• Score tests when a nuisance parameter is unidentified under the null hypothesis

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