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A Wald-Type Test Statistic for Testing Linear Hypothesis in Logistic Regression Models Based on Minimum Density Power Divergence Estimator

Electronic Journal of Statistics, 2017
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem under the assumption of random covariates although some ideas with non random covariates are also considered.
Leandro Pardo, Abhik Ghosh, Ayanendranath Basu   +2 more
exaly   +6 more sources

Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators [PDF]

Biometrics, 2001
The sandwich estimator of variance may be used to create robust Wald-type tests from estimating equations that are sums of K independent or approximately independent terms. For example, for repeated measures data on K individuals, each term relates to a different individual.
Barry I. Graubard, Michael P. Fay
exaly   +3 more sources

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Robust Wald‐type tests under random censoring

Statistics in Medicine, 2020
Randomly censored survival data are frequently encountered in biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to get conclusive inference but the existing likelihood‐based tests, under a fully parametric model, are extremely nonrobust against outliers in ...
Abhik Ghosh, Ayanendranath Basu, Leandro Pardo   +2 more
openaire   +2 more sources

Wald-type rank tests: A GEE approach

Computational Statistics & Data Analysis, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chunpeng Fan, Donghui Zhang
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A Wald-type test of quadratic parametric restrictions

Economics Letters, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lu, Zeng-Hua, King, Maxwell L.
openaire   +1 more source

Robust Wald-type test statistics based on minimum C-divergence estimators

Journal of Statistical Computation and Simulation, 2020
Maji et al. [Robust statistical inference based on the C-divergence family. Ann Inst Stat Math. 2019;71:1289–1322] introduced the minimum C-divergence estimators and plugging them in the C-divergen...
Avijit Maji, Leandro Pardo
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Heteroskedasticity testing through comparison of Wald-type statistics [PDF]

, 2011
This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in heteroskedasticity-robust and nonrobust forms. The test is asymptotically distributed under the null hypothesis of homoskedasticity as chi-squared with one degree of freedom.
José Murteira, Esmeralda Ramalho, Joaquim Ramalho   +2 more
openaire   +1 more source

A Note on Wald's Type Chi-squared Tests of Fit

Communications in Statistics - Theory and Methods, 2013
The Wald's method for constructing chi-squared tests of fit has been formulated more accurately. It is shown that Wald's type statistics will follow the central chi-squared distribution if and only if the limit covariance matrix of standardized frequencies will not depend on unknown parameters.
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An alternative Wald type test for two linear restrictions with applications to non-linear models

Journal of Statistical Computation and Simulation, 2008
This paper proposes a new test procedure called the rel test to resolve the problem of small-sample local biasedness and non-monotonic power behavior of the Wald test for two linear restrictions caused by inaccuracy of the estimated covariance matrix of the estimator.
Krishna K. Saha, Maxwell L. King
openaire   +1 more source