Score Tests for Regression Models

From MaRDI portal
Publication:3966945

DOI10.2307/2287123zbMath0501.62053OpenAlexW4237465246MaRDI QIDQ3966945

Chan-Fu Chen

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2287123



Related Items

Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors, Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension, The Quasi-score statistic in quasi-likelihood model, Diagnostics for a class of survival regression models with heavy-tailed errors, Unifying genetic association tests via regression: Prospective and retrospective, parametric and nonparametric, and genotype‐ and allele‐based tests, A generalized robust allele‐based genetic association test, Score tests for zero-inflated double Poisson regression models, Leveraging Hardy-Weinberg disequilibrium for association testing in case-control studies, Testing for varying zero-inflation and dispersion in generalized Poisson regression models, Partially linear single-index beta regression model and score test, Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors, Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors, Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors, Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models, Diagnostics for skew-normal nonlinear regression models with AR(1) errors, Score, pseudo-score and residual diagnostics for spatial point process models, Homogeneity diagnostics for skew-normal nonlinear regression models, Heteroscedasticity diagnostics for \(t\) linear regression models, Diagnostics analysis for log-Birnbaum-Saunders regression models, Heteroscedasticity diagnostics in two-phase linear regression models, REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES, Score tests in the two - way layout of counts, Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors