Results 21 to 30 of about 28,805 (302)
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
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
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
The Exact Distribution of the Wald Statistic [PDF]
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 ...
openaire +1 more source
Inference in the indeterminate parameters problem
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
doaj +1 more source
Simple wald tests of the fractional integration parameter: an overview of new results [PDF]
Forthcoming 2008This 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),
Gonzalo, Jesús +5 more
core +1 more source
Summary of spatial analysis: Spatial variation, fitted model term, Wald and REMLR test statistic and P-value.
Kassahun Tesfaye (159411) +4 more
core +1 more source
Garch Model Test Using High-Frequency Data
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
doaj +1 more source

