The local power of the efficient scores test statistic

DOI10.1093/BIOMET/67.3.525MaRDI QIDQ3888356zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/67.3.525

zbMATH Keywords

maximum likelihoodcomposite hypothesislikelihood ratiotesting serial correlationefficient scores test statisticcomparisons of local powerstesting sphericity hypothesis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cited in

(29)

• Comparison of Bartlett-type adjustments for the efficient score statistic
• Rao's statistic for homogeneity of multiple parameter
• Local power properties of some asymptotic tests in symmetric linear regression models
• The local power of the gradient test
• Local power of some tests in exponential family nonlinear models
• Third-order asymptotic properties of a class of test statistics under a local alternative
• The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
• Asymptotic expansions of the distributions of some test statistics
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
• Second-order powers of a class of tests in the presence of a nuisance parameter
• A note on the local power of the LR, Wald, score and gradient tests
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Some corrections of the score test statistic for Gaussian ARMA models
• On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• New results on the likelihood ratio and score tests for the von Mises distribution
• About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
• Size and power properties of some tests in the Birnbaum-Saunders regression model
• Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
• Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison
• Calibration of posterior predictive p-values for model checking
• On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in k-sample generalized estimating equations
• Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
• An extension of the conditional likelihood ratio test to the general multiparameter case
• A geometric look at nuisance parameter effect of local powers in testing hypothesis
• Non null asymptotic distributions of some criteria in censored exponential regression

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