On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models

DOI10.1007/S10463-014-0478-5zbMath1440.62077OpenAlexW2150480519MaRDI QIDQ498051

Artur J. Lemonte

Publication date: 25 September 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0478-5

zbMATH Keywords

likelihood ratio testasymptotic expansionsscore testWald testgradient testnonlinear mixed-effects models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Cites Work

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• \(U\)-tests for variance components in linear mixed models
• The local power of the gradient test
• Estimation in nonlinear mixed-effects models using heavy-tailed distributions
• A geometric look at nuisance parameter effect of local powers in testing hypothesis
• An extension of the conditional likelihood ratio test to the general multiparameter case
• A note on the local power of the LR, Wald, score and gradient tests
• The local power of the efficient scores test statistic
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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