Results 241 to 250 of about 6,739,422 (290)

Modified Wald tests under nonregular conditions

Journal of Econometrics, 1997
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Helmut Lütkepohl
exaly   +5 more sources

The Geometry of the Wald Test [PDF]

open access: possible, 1990
The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various attempts are made to construct a Wald test out of such ...
Davidson, Russell, Davidson, Russell
openaire   +3 more sources

A Wald test on the problem of homogeneity of variances

Communications in Statistics - Simulation and Computation, 2023
In this article, we propose a Wald test for homogeneity of variance in several normal distributions. The Wald test is an asymptotic test, and it is known that asymptotic tests perform well in large sample sizes, but not in small sample sizes. For this reason, we modified this test using a parametric bootstrap method called the computational approach ...
Alkan, Gizem   +2 more
openaire   +2 more sources

A Correction for Local Biasedness of the Wald and Null Wald Tests

Oxford Bulletin of Economics and Statistics, 1999
This paper proposes a procedure to overcome the problem of small‐sample local biasedness of the Wald test of a single restriction. The new test procedure involves finding two critical values, in order to obtain the desired size and local unbiasedness.
Kim‐Leng Goh, Maxwell L. King
openaire   +1 more source

WALD TESTS AND SYSTEMS OF STOCHASTIC EQUATIONS

International Economic Review, 1987
We have presented several results that enable the applications of Wald tests to systems of stochastic equations where the hypotheses of interest also relate to the parameters in the variance matrix. The chief advantages of our formulation are that the methods can be implemented rather easily since it is only necessary to optimize the usual concentrated
openaire   +1 more source

On the Use of Wald's Test in Exponential Families

International Statistical Review / Revue Internationale de Statistique, 1985
The paper investigates the behaviour of Wald's test (the maximum likelihood test statistic) when applied to hypothesis testing in one- parameter exponential families for one-sample problems. Conditions under which Wald's test is well behaved and conditions under which Wald's test may be misleading are derived, the main conclusion being that in general ...
Michael Væth, Michael Vaeth
openaire   +1 more source

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