Results 11 to 20 of about 28,805 (302)

Location-adjusted Wald statistics for scalar parameters [PDF]

Computational Statistics & Data Analysis, 2019
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
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Validating attribute hierarchies in cognitive diagnosis models [PDF]

Frontiers in Psychology
Cognitive diagnosis models (CDMs) are restricted latent class models that are widely used in educational and psychological fields. Attribute hierarchy, as an important structural feature of the CDM, can provide critical information for inferring ...
Xueqin Zhang, Yu Jiang, Tao Xin, Yanlou Liu   +3 more
doaj   +2 more sources

Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in k-sample generalized estimating equations

Journal of Statistical Planning and Inference, 2008
The Wald statistic is known to vary under reparameterization. This raises the question: which parameterization should be chosen, in order to optimize power of the Wald statistic? We specifically consider k-sample tests of generalized linear models and generalized estimating equations in which the alternative hypothesis contains only two parameters ...
Warton, David
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A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity

Econometrics, 2023
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   +2 more sources

Score Statistics for Current Status Data: Comparisons with Likelihood Ratio and Wald Statistics [PDF]

The International Journal of Biostatistics, 2005
In this paper we introduce three natural ``score statistics" for testing the hypothesis that F(t_0)takes on a fixed value in the context of nonparametric inference with current status data. These three new test statistics have natural interpretations in terms of certain (weighted) L_2 distances, and are also connected to natural ``one-sided" scores. We
Wellner, Jon A., Banerjee, Moulinath
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Wald Statistics in high-dimensional PCA [PDF]

ESAIM: Probability and Statistics, 2019
In this study, we consider PCA for Gaussian observations X1, …, Xn with covariance Σ = ∑iλiPi in the ’effective rank’ setting with model complexity governed by r(Σ) ≔ tr(Σ)∕∥Σ∥. We prove a Berry-Essen type bound for a Wald Statistic of the spectral projector $\hat P_r$.
Matthias Löffler
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Una comparación entre la inferencia basada en las estadísticas de Wald y razón de verosimilitud en los modelos logit y probit vía Monte Carlo [PDF]

Revista Colombiana de Estadística, 2005
Presentamos un estudio que evalúa y compara el desempeño de puebas de hipótesis e intervalos de confianza basados en la estadística de Wald con los basados en la estadística de razón de verosimilitud para los modelos logit y probit.
ARTUR JOSÉ LEMONTE, LUIS HERNANDO VANEGAS   +1 more
doaj   +1 more source

The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties

Mathematics, 2023
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
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A Note on the Wald, Lagrangian Multiplier and Likelihood Ratio Tests when the Information Matrix is Singular [PDF]

The Egyptian Statistical Journal, 1988
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
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Latent-variable Approaches Utilizing Both Item Scores and Response Times To Detect Test Fraud

Open Education Studies, 2021
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