Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates

DOI10.1080/02331888.2012.672422MaRDI QIDQ2863104zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

generalized linear modelsWald testlikelihood ratio testasymptotic expansionsscore testlocal powergradient test

Mathematics Subject Classification ID

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)

Recommendations

• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• Asymptotic testing theory for generalized linear models
• Local power of some tests in exponential family nonlinear models

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• An asymptotic expansion for the null distribution of the efficient score statistic
• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• Asymptotic expansions of the distributions of some test statistics
• Improved likelihood ratio statistics for exponential family nonlinear models
• Local power of some tests in exponential family nonlinear models
• Local power properties of some asymptotic tests in symmetric linear regression models
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• Nonnull asymptotic distributions of three classic criteria in generalised linear models
• Size and power properties of some tests in the Birnbaum-Saunders regression model
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• The local power of the efficient scores test statistic
• The local power of the gradient test
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

Cited in

(8)

• scientific article; zbMATH DE number 3940493 (Why is no real title available?)
• 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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