The local power of the gradient test

DOI10.1007/S10463-010-0315-4MaRDI QIDQ421417zbMATH OpenOpenAlexWikidataFDO

Authors Artur J. Lemonte, Silvia L. P. Ferrari

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

asymptotic expansionschi-square distributionlikelihood ratio testPitman alternativepower functionscore testWald test

Mathematics Subject Classification ID

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

Abstract: The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

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Cites work

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Cited in

(27)

• Improved likelihood inference in generalized linear models
• A note on the local power of the LR, Wald, score and gradient tests
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Improved inference in dispersion models
• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• The gradient test. Another likelihood-based test
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Non null asymptotic distributions of some criteria in censored exponential regression
• A gradient-based deletion diagnostic measure for generalized linear mixed models
• The Danger of Extrapolating Asymptotic Local Power
• Implicit Alternatives and the Local Power of Test Statistics
• Local power properties of some asymptotic tests in symmetric linear regression models
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Inferences on inliers in Rayleigh distribution
• On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
• Calibration of posterior predictive p-values for model checking
• Likelihood-based inference in censored exponential regression models
• Likelihood-based tests in zero-inflated power series models
• Testing the rate ratio under inverse sampling based on gradient statistic
• Asymptotically refined score and GOF tests for inverse Gaussian models
• The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT
• Local power of some tests in exponential family nonlinear models
• Gradient test to assess homogeneity of probabilities in discrete-time transition models with application in agricultural science data
• Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models

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