Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates

DOI10.1080/02331888.2012.672422zbMath1440.62069OpenAlexW2086786566MaRDI QIDQ2863104

Artur J. Lemonte

Publication date: 21 November 2013

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.672422

zbMATH Keywords

likelihood ratio testasymptotic expansionsscore testWald testgeneralized linear modelslocal powergradient test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Improved likelihood inference in generalized linear models ⋮ Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression ⋮ Generalized Wald-type tests based on minimum density power divergence estimators

Uses Software

• Ox

Cites Work

• Unnamed Item
• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• 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
• Asymptotic expansions of the distributions of some test statistics
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Size and power properties of some tests in the Birnbaum-Saunders regression model
• An asymptotic expansion for the null distribution of the efficient score statistic
• Improved likelihood ratio statistics for exponential family nonlinear models
• The local power of the efficient scores test statistic
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• Nonnull asymptotic distributions of three classic criteria in generalised linear models
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression

This page was built for publication: Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates