Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
DOI10.1080/02331888.2012.672422zbMATH Open1440.62069OpenAlexW2086786566MaRDI QIDQ2863104FDOQ2863104
Authors: Artur J. Lemonte 
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2012.672422
Recommendations
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
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generalized linear modelsWald testlikelihood ratio testasymptotic expansionsscore testlocal powergradient test
Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)
Cites Work
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- An asymptotic expansion for the null distribution of the efficient score statistic
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Asymptotic expansions of the distributions of some test statistics
- Size and power properties of some tests in the Birnbaum-Saunders regression model
- Improved likelihood ratio statistics for exponential family nonlinear models
- The local power of the efficient scores test statistic
- The likelihood ratio criterion for a composite hypothesis under a local alternative
- Local power properties of some asymptotic tests in symmetric linear regression models
- The local power of the gradient test
- Nonnull asymptotic distributions of three classic criteria in generalised linear models
- Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
- Local power of some tests in exponential family nonlinear models
Cited In (8)
- Title not available (Why is that?)
- Improved likelihood inference in generalized linear models
- Generalized Wald-type tests based on minimum density power divergence estimators
- Asymptotic testing theory for generalized linear models
- Gradient statistic: higher-order asymptotics and Bartlett-type correction
- Asymptotic expansions of the distributions of some test statistics in generalized linear models
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
- Non null asymptotic distributions of some criteria in censored exponential regression
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