Local power of some tests in exponential family nonlinear models

DOI10.1016/j.jspi.2010.12.010zbMath1394.62089OpenAlexW2005608291MaRDI QIDQ629142

Artur J. Lemonte

Publication date: 8 March 2011

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.2010.12.010

zbMATH Keywords

nonlinear modellikelihood ratio testasymptotic expansionsscore testWald testexponential familylocal powergradient test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

Related Items (6)

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