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Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in k-sample generalized estimating equations [PDF]
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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Simple Wald tests of the fractional integration parameter : an overview of new results [PDF]
, 2008 This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with d∈(0,1), allowing for ...
Gonzalo, Jesús +2 more
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The Exact Distribution of the Wald Statistic [PDF]
Econometrica, 1986 The author derives the exact finite sample distribution of the Wald statistic for testing general linear restrictions on the coefficients in the multivariate linear model. This generalizes all previously known results, including those for the standard F statistic in linear regression, for Hotelling's \(T^ 2\) test, and for Hotelling's generalized \(T ...
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Inference in the indeterminate parameters problem
Statistica, 2013 We face an indeterminate parameters problem when there are two sets of parameters, x and g, say, such that the null hypothesis H0:x=x0 makes the likelihood independent of g. A consequence of indeterminacy is the singularity of the information matrix. For
Marco Barnabani
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, 2005 This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 - 20, 2003, Schneeweiss (2003).
Schneeweiß, Hans
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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 $\hat P_r$.
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Garch Model Test Using High-Frequency Data
Mathematics, 2020 This work is devoted to the study of the parameter test for the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Based on the daily GARCH model, using the parameter estimator obtained by intraday high-frequency data, the adjusted ...
Chunliang Deng +3 more
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Non-significant p-values? Strategies to understand and better determine the importance of effects and interactions in logistic regression. [PDF]
PLoS ONE, 2018 In the context of generalized linear models (GLMs), interactions are automatically induced on the natural scale of the data. The conventional approach to measuring effects in GLMs based on significance testing (e.g.
Zarina I Vakhitova, Clair L Alston-Knox
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Persistent organic pollutants distribution in plasma lipoprotein fractions
Brazilian Journal of Biology, 2021 This study determines the associations among serum lipid profiles, risk of cardiovascular disease, and persistent organic pollutants. Using Gas chromatography technique, the intensity of toxic pollutant residues in serum samples of Hypertensive patients ...
S. Khwaja +9 more
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Genetic association tests in family samples for multi-category phenotypes
BMC Genomics, 2021 Background Advancements in statistical methods and sequencing technology have led to numerous novel discoveries in human genetics in the past two decades.
Shuai Wang +2 more
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