The Lagrangian Multiplier Test

Cited in

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Testing for and against a set of inequality constraints: The \(k\)-sample case
On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA
An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study
Some comments on maximum likelihood and partial least squares methods
A test for distributional assumptions for the stochastic frontier functions
Analysis of covariance and correlation structures
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
Testing causality using efficiently parametrized vector ARMA models
A comparison of the information and posterior probability criteria for model selection
Granger-causality in multiple time series
On the asymptotic power and relative efficiency of the frequency \(Chi^ 2-\)test
Covariance structure analysis in several populations
A Lagrange multiplier test for GARCH models
Nonlinearity tests for bilinear systems
Nonlinear models, rescaling and test invariance
Equivalent models in covariance structure analysis
Testing for multiplicative heteroskedasticity
On estimation and testing when explanatory variables are partly endogenous
Hypothesis testing of common roots
A note on Silvey's (1959) theorem
Results on nonlinear least squares estimators under nonlinear equality constraints
Minimum \(\phi\)-divergence estimators with constraints in multinomial populations
Inference functions and quadratic score tests
Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
Bias of LS estimators in nonlinear regression models with constraints. I: General case.
A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
Maximum likelihood methods for a generalized class of log-linear models
Specification testing when score test statistics are identically zero
Asymptotically similar criteria
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
An appraisal of some aspects of statistical inference under inequality constraints
Multinomial-Poisson homogeneous models for contingency tables.
Local identifiability of the factor analysis and measurement error model parameter
Misspecification tests and their uses in econometrics
Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing
Dr C R Rao's contributions to the advancement of economic science
Inference in partially identified heteroskedastic simultaneous equations models
Analysis of divergence in loglinear models when expected frequencies are subject to linear constraints
An implicit function approach to constrained optimization with applications to asymptotic expansions
Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
Identifiability of nonlinear logistic test models
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
Testing for independence in J K contingency tables with complex sample survey data
Hermite expansion and estimation of monotonic transformations of Gaussian data
Studentized partial score tests for variances in longitudinal data
Optimality criteria for design in nonlinear models with constraints
A coordinate free approach to score tests
Asymptotic Properties of ML Estimators of Parameters Subject to Linear Constraints Under a Class of Local Alternatives when the Information Matrix is Singular
Test de hipotesis para contrastar modelos MARMA de series temporales
A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular
On identifiability of parametric statistical models
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
Likelihood ratio test against a set of inequality constraints
Hypothesis testing in a generic nesting framework for general distributions
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
On the small sample distribution and power of the log likelihood ratio and variance tests for the poisson
Testing for or against a trend in odds ratios
Equivalent linear logistic test models
NONSTANDARD ESTIMATION FOR THE VON MISES FISHER DISTRIBUTION
LONG-RUN STRUCTURAL MODELLING
ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING
Testing for and against a set of linear inequality constraints in a multinomial setting
Matrix formulae for computing improved score tests
Inequalities in Statistics and Information Measures
Hypothesis testing when the information matrix is singular
A test for detecting etiologic heterogeneity in epidemiological studies
On tests of symmetry, marginal homogeneity and quasi-symmetry in two-way contingency tables based on minimum φ-divergence estimator with constraints
Point-Process Principal Components Analysis via Geometric Optimization
Heteroscedasticity and Autocorrelation Robust Structural Change Detection
A test for independence between a point process and an analogue signal
Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
Checks of model adequacy for univariate time series models and their application to econometric relationships
Reduced rank regression with autoregressive errors
The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
A Paradoxical Result in Estimating Regression Coefficients
Two score and 10 years of score tests
Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
Rao's score test in spatial econometrics
scientific article; zbMATH DE number 7829050 (Why is no real title available?)
Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT
A new test for non-linear hypotheses under distributional and local parametric misspecification
Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
A Robust Generalization of the Rao Test
A geometric power analysis for general log-linear models
A Plot is Worth a Thousand Tests: Assessing Residual Diagnostics with the Lineup Protocol
On Bayesian Hotelling’s T ² test for the mean
A general formulation for the large-sample behaviour of a class of hypothesis test statistics
Constrained maximum likelihood estimation under logistic regression models based on case-control data
Application of two gamma distributions mixture to financial auditing
Asymptotic expansions for several GEL-based test statistics and hybrid Bartlett-type correction with bootstrap
An empirical power comparison of directional goodness-of-fit tests for 2-PL IRT model under different intercept patterns
A general approach to Lagrange multiplier model diagnostics
On constrained maximum likelihood estimation with non-i.i.d. observations
Likelihood ratio test for and against nonlinear inequality constraints

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