Maximal invariant likelihood based testing of semi-linear models

DOI10.1007/S00362-006-0342-7MaRDI QIDQ2457769zbMATH OpenOpenAlexFDO

Authors Jahar Lal Bhowmik, Maxwell L. King

Publication date 23 October 2007

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL http://repec.org/esAUSM04/up.15972.1077857910.pdf

zbMATH Keywords

tablesasymptotic critical values

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Design of statistical experiments (62K99)

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Cites work

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• Alternative Tests of the Error Components Model
• Alternative forms of the wald test: how long is a piece of string?
• Conditional likelihood and power: higher-order asymptotics
• Consistent Estimates Based on Partially Consistent Observations
• Estimation and testing of regression disturbances based on modified likelihood functions
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
• Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
• Modified Wald test for regression disturbances
• Multiple optima and asymptotic approximations in the partial adjustment model
• Nonlinear Regression
• Robust tests for spherical symmetry and their application to least squares regression
• The one-way layout with ordered parameters: a survey of advances since 1988

Cited in

(4)

• E-statistics, group invariance and anytime-valid testing
• Parameter estimation in semi-linear models using a maximal invariant likelihood function
• Deriving tests of the semi-linear regression model using the density function of a maximal invariant
• Maximization of ESI. Jaynes principle in testing significant inputs of linear model

Describes a project that uses

Uses Software

• GAUSS
• Mathematica

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