Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

DOI10.1016/j.stamet.2012.03.001zbMath1365.62068arXiv1102.4371OpenAlexW2043999142WikidataQ57496494 ScholiaQ57496494MaRDI QIDQ2361164

Silvia L. P. Ferrari, Artur J. Lemonte

Publication date: 30 June 2017

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4371

zbMATH Keywords

likelihood ratio testasymptotic expansionsscore testWald testchi-square distributionlocal powerdispersion modelsgradient test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Related Items

Improved likelihood inference in generalized linear models ⋮ Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression ⋮ Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Improved inference in dispersion models

Uses Software

• Ox
• dobson

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