Understanding Wald's Test for Exponential Families

DOI10.2307/2684232MaRDI QIDQ3759700zbMATH OpenOpenAlexFDO

Authors Nathan Mantel

Publication date 1987

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2684232

zbMATH Keywords

statistical significancenull valuesmaximum likelihood test statisticAnomalous behavior of Wald's test for exponential familiesmultiparameter situationssingle-parameter situations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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Cited in

(7)

• Location-adjusted Wald statistics for scalar parameters
• A note on tests for zero-inflation in correlated count data
• Pre-checking for non-monotonicity of the Wald statistic
• An alternative Wald type test for two linear restrictions with applications to non-linear models
• Hypothesis testing based on a vector of statistics
• On the Use of Wald's Test in Exponential Families
• Modified Wald test for regression disturbances

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