The local power of the gradient test

DOI10.1007/s10463-010-0315-4zbMath1238.62018arXiv1004.5543OpenAlexW2008653975WikidataQ57496497 ScholiaQ57496497MaRDI QIDQ421417

Silvia L. P. Ferrari, Artur J. Lemonte

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5543

zbMATH Keywords

likelihood ratio testasymptotic expansionsscore testWald testchi-square distributionpower functionPitman alternative

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (22)

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ Improved likelihood inference in generalized linear models ⋮ Calibration of posterior predictive p-values for model checking ⋮ Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression ⋮ Likelihood-based inference in censored exponential regression models ⋮ Small‐sample testing inference in symmetric and log‐symmetric linear regression models ⋮ Likelihood-based tests in zero-inflated power series models ⋮ Local power properties of some asymptotic tests in symmetric linear regression models ⋮ Local power of some tests in exponential family nonlinear models ⋮ Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT ⋮ A note on the local power of the LR, Wald, score and gradient tests ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction ⋮ A gradient-based deletion diagnostic measure for generalized linear mixed models ⋮ Testing the rate ratio under inverse sampling based on gradient statistic ⋮ Inferences on inliers in Rayleigh distribution ⋮ On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models ⋮ Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter ⋮ Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models ⋮ Improved inference in dispersion models ⋮ Asymptotically refined score and GOF tests for inverse Gaussian models ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates ⋮ The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context

Cites Work

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• Asymptotic expansions of the distributions of some test statistics
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Comparison of LR, score, and Wald tests in a non-iid setting
• The local power of the efficient scores test statistic
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• Nonnull asymptotic distributions of three classic criteria in generalised linear models
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• Bias reduction of maximum likelihood estimates
• Likelihood ratio and associated test criteria
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• APPROXIMATE CONFIDENCE INTERVALS
• APPROXIMATE CONFIDENCE INTERVALS
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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