On the Robustness of LM, LR, and W Tests in Regression Models (Q3678473)
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English | On the Robustness of LM, LR, and W Tests in Regression Models |
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On the Robustness of LM, LR, and W Tests in Regression Models (English)
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1984
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Lagrange multiplier test
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robustness of tests
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small sample case
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likelihood ratio test
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Wald tests
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multivariate Student t
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