On the corrections to the Wald test of nonlinear restrictions

DOI10.1016/0165-1765(93)90079-RzbMath0798.62028OpenAlexW2010048857WikidataQ57496618 ScholiaQ57496618MaRDI QIDQ1318522

Silvia L. P. Ferrari, Francisco Cribari-Neto

Publication date: 26 April 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90079-r

zbMATH Keywords

Wald statisticBartlett-type correctiontest of nonlinear restrictionstransformed critical values

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Modified Wald tests for non-linear restrictions: A cautionary tale ⋮ Bartlett-corrected tests for heteroskedastic linear models ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ Improved statistical inference for the two-parameter Birnbaum-Saunders distribution

Cites Work

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• Asymptotic expansions of the distributions of some test statistics
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Approximations to noncentral distributions
• Alternative forms of the wald test: how long is a piece of string?
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the Formulation of Wald Tests of Nonlinear Restrictions
• On the corrections to the likelihood ratio statistics

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