Matrix formulae for computing improved score tests

DOI10.1080/00949659408811571zbMath0833.62049OpenAlexW1987640901WikidataQ57496614 ScholiaQ57496614MaRDI QIDQ4864206

Silvia L. P. Ferrari

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811571

zbMATH Keywords

asymptotic expansionlikelihood ratio testclosed-form expressionschi-squared distributiongeneralized linear modelsscore statisticorthogonal parametersBartlett-type correctionsalgebraic computer systemsgeneral composite null hypothesis

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS ⋮ On the corrections to information matrix tests ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ On improving the robustness and reliability of Rao's score test ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ Improved Score Tests in Symmetric Linear Regression Models ⋮ Maple script for improving test statistics ⋮ Asymptotic expansions and the reliability of tests in accelerated failure time models

Cites Work

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• General matrix formulae for computing Bartlett corrections
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the corrections to the likelihood ratio statistics

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