On Score Tests in Structural Regression Models

DOI10.1080/02331889808802658zbMath0915.62050OpenAlexW2037103352MaRDI QIDQ4228053

Heleno Bolfarine, Reinaldo B. Arellano-Valle

Publication date: 2 February 1999

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802658

zbMATH Keywords

maximum likelihood estimateselliptical modelsnormal modelsscore statisticsorthogonal parameterizations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Estimation of a structural linear regression model with a known reliability ratio
• Elliptical structural models
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
• The asymptotic relative efficiency of score tests in a generalized linear model with surrogate covariates
• Likelihood estimation of a simple linear regression model when both variables have error
• Ultrastructural elliptical models

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