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On Hypothesis Testing: A Selective Look at the Lagrange Multiplier, Likelihood Ratio and Wald TestsOn Hypothesis Testing: A Selective Look at the Lagrange Multiplier, Likelihood Ratio and Wald Tests

Brown, Kenneth; Cribari-Neto, Francisco (Sociedade Brasileira de Econometria, 1992)

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

Lemonte, Artur J.; Ferrari, Silvia L. P. (ELSEVIER SCIENCE BVAMSTERDAM, 2012)

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The ...

A note on the local power of the LR, Wald, score and gradient tests

Lemonte, Artur J.; Ferrari, Silvia L. P. (INST MATHEMATICAL STATISTICSCLEVELAND, 2012)

This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the ...

Tutorial para la estimación de un modelo de regresión múltiple e inferencia con easyreg

Alonso Cifuentes, Julio César (Universidad IcesiFacultad de Ciencias Administrativas y Económicas, 2007-09-01)

Testes de hipóteses em regressão beta baseados em verossimilhança perfilada ajustada e em bootstrap

Pinto Ferreira de Queiroz, Marcela (Universidade Federal de Pernambuco, 2014)

Local power of some tests in exponential family nonlinear models

LEMONTE, Artur J. (ELSEVIER SCIENCE BV, 2011)

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro ...

Size and power properties of some tests in the Birnbaum-Saunders regression model

LEMONTE, Artur J.; FERRARI, Silvia L. P. (ELSEVIER SCIENCE BV, 2011)

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) ...

Local power properties of some asymptotic tests in symmetric linear regression models

Lemonte, Artur J. (ELSEVIER SCIENCE BVAMSTERDAM, 2012)

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in ...

The local power of the gradient test

Lemonte, Artur José; Ferrari, Silvia Lopes de Paula (SPRINGER HEIDELBERGHEIDELBERG, 2012)

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 ...

Testes estatísticos em regressão logística sob a condição de separabilidadeStatistical tests in logistic regression under separability condition

Souza, André Oliveira (Universidade Federal de ViçosaBREstatística Aplicada e BiometriaMestrado em Estatística Aplicada e BiometriaUFV, 2015)

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