Local power of some tests in exponential family nonlinear models

DOI10.1016/J.JSPI.2010.12.010zbMATH Open1394.62089OpenAlexW2005608291MaRDI QIDQ629142FDOQ629142

Authors: Artur J. Lemonte 

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.12.010

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zbMATH Keywords

Wald testlikelihood ratio testasymptotic expansionsscore testexponential familynonlinear modellocal powergradient test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Cites Work

• Bias reduction in exponential family nonlinear models
• Title not available (Why is that?)
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• Advances in ranking and selection, multiple comparisons, and reliability. Methodology and applications.
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• Improved likelihood ratio statistics for exponential family nonlinear models
• The local power of the efficient scores test statistic
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• The local power of the gradient test
• 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
• Exponential family nonlinear models
• Bias correction for exponential family nonlinear modles
• Adjusted Pearson residuals in exponential family nonlinear models
• Testing for varying dispersion in discrete exponential family nonlinear models
• An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
• Asymptotic Skewness in Exponential Family Nonlinear Models
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models

Cited In (12)

• Local power properties of some asymptotic tests in symmetric linear regression models
• The local power of the gradient test
• Improved likelihood inference in generalized linear models
• Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression
• Asymptotic testing theory for generalized linear models
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
• Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
• Title not available (Why is that?)
• On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models

Uses Software

• Ox

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