Conflict Among the Criteria Revisited; The W, LR and LM Tests
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Publication:3951409
DOI10.2307/1912611zbMath0489.62060OpenAlexW2095378551MaRDI QIDQ3951409
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Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912611
likelihood ratio testhypothesis testingWald testLagrange multiplier testprobability of conflictasymptotic chi-square critical valuesecond- order Edgeworth approximation
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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