Posterior-based Wald-type statistics for hypothesis testing

DOI10.1016/J.JECONOM.2021.11.003MaRDI QIDQ2155308zbMATH OpenOpenAlexWikidataFDO

Authors Yong Li, Jun Yu, Tao Zeng, Xiao-Bin Liu

Publication date 15 July 2022

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2021.11.003

zbMATH Keywords

hypothesis testinglatent variable modelsdecision theoryWald testposterior simulation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(3)

• Wald-type statistics using \(\{2 \}\)-inverses for hypothesis testing in general factorial designs
• A comparison of some confidence intervals for a binomial proportion based on a shrinkage estimator
• Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true

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