Understanding Wald's Test for Exponential Families

DOI10.2307/2684232zbMATH Open0622.62022OpenAlexW4243866447MaRDI QIDQ3759700FDOQ3759700

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

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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)

Cited In (7)

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

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