Results 1 to 10 of about 257,982 (300)
This study is intended as a note and provides an extension to a much-used and established test for portfolio efficiency, the Gibbons, Ross, and Shanken GRS-Wald test.
Pankaj Agrrawal
doaj +1 more source
A Note on the Wald, Lagrangian Multiplier and Likelihood Ratio Tests when the Information Matrix is Singular [PDF]
Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood ratio statistic for testing a typical null hypothesis Ho stated in terms of equality constraints.
Abdalla El-Helbawy, Tawfik Hassan
doaj +1 more source
Latent-variable Approaches Utilizing Both Item Scores and Response Times To Detect Test Fraud
There is a growing interest in approaches based on latent-variable models for detecting fraudulent behavior on educational tests. Wollack and Schoenig (2018) noted the presence of five types of statistical/psychometric approaches to detect the three ...
Sinharay Sandip
doaj +1 more source
A power approximation for the Kenward and Roger Wald test in the linear mixed model.
We derive a noncentral [Formula: see text] power approximation for the Kenward and Roger test. We use a method of moments approach to form an approximate distribution for the Kenward and Roger scaled Wald statistic, under the alternative.
Sarah M Kreidler +3 more
doaj +1 more source
A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity
We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse.
Alecos Papadopoulos
doaj +1 more source
Background: Arthroscopic rotator cuff repair can be quite complex and time consuming, particularly early in the surgeon’s learning curve. Hypothesis: Patients who have undergone rotator cuff repair with shorter operative times will be less likely to have
Ashleigh R. Elkins MD +2 more
doaj +1 more source
Within the framework of constrained statistical inference, we can test informative hypotheses, in which, for example, regression coefficients are constrained to have a certain direction or be in a specific order. A large amount of frequentist informative
Caroline Keck, Axel Mayer, Yves Rosseel
doaj +1 more source
Location-adjusted Wald statistics for scalar parameters [PDF]
Inference about a scalar parameter of interest is a core statistical task that has attracted immense research in statistics. The Wald statistic is a prime candidate for the task, on the grounds of the asymptotic validity of the standard normal approximation to its finite-sample distribution, simplicity and low computational cost.
Claudia Di Caterina, Ioannis Kosmidis
openaire +2 more sources
On a Constrained Testing Hypotheses Problem. [PDF]
This paper gives a proof that the likelihood ratio statistic, based on a sample x= (x1,…,xn) on a p-dimensional random variable X, converges in distribution to a noncentral chi-square distribution under a class of local alternatives, for a multi ...
Naeem Soliman
doaj +1 more source
Objectives To investigate the bacterial aetiologies and associated risk factors of gastroenteritis among typhoid suspected cases.Design Cross-sectional study.Setting This study was conducted at Dschang District Hospital of the Menoua Division, West ...
Christopher Tume +6 more
doaj +1 more source

