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

DOI10.1016/j.jspi.2011.11.019zbMath1236.62007OpenAlexW2014092120MaRDI QIDQ413376

Artur J. Lemonte

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.019

zbMATH Keywords

likelihood ratio testscore testWald testsymmetric distributionlocal powergradient test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (7)

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ Improved likelihood inference in generalized linear models ⋮ Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression ⋮ 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 ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction ⋮ Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates

Uses Software

• Ox

Cites Work

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