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Exploration of the MCMC Wald test with linear regression
Behavior Research MethodsRecently, Asparouhov and Muthén Structural Equation Modeling: A Multidisciplinary Journal, 28, 1-14, (2021a, 2021b) proposed a variant of the Wald test that uses Markov chain Monte Carlo machinery to generate a chi-square test statistic for frequentist inference.
Michael P. Woller, Craig K. Enders
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A note on the asymptotic efficiency of the sobel–wald test
Journal of Statistical Planning and Inference, 1981Let X1,X2, … be iid random variables with the pdf f(x,θ)=exp(θx−b(θ)) relative to a σ-finite measure μ, and consider the problem of deciding among three simple hypotheses Hi:θ=θi (1⩽i⩽3) subject to P(accept Hi|θi)=1−α (1⩽i⩽3). A procedure similar to Sobel–Wald procedure is discussed and its asymptotic efficiency as compared with the best nonsequential ...
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The choice of a Wald test on the mean of a normal population
Biometrika, 1970SUMMARY A figure is given that will allow the boundaries corresponding to fixed probabilities of error of a Wald type sequential test on the mean of a normal population with known standard deviation to be found, with reasonable accuracy, without difficulty. Another figure can be used to obtain, quite accurately, the average sample numbers corresponding
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Strategical Test — A Generalization of the Wald’s Sequential Test
1983It is well known that the Wald’s sequential test terminates with probability one (and simultaneously is in some sense optimal) if a sampled sequence of random variables is independent and identically distributed (i.i.d.). In this paper we shall deal with the Wald’s sequential test constructed for a special sequence of dependent and unidentically ...
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On Extending the Optimality Region of Wald’s Test
Theory of Probability & Its Applications, 1980Krylov, N. V., Miroshnichenko, T. P.
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TABLES FOR WALD TESTS FOR THE MEAN OF A NORMAL DISTRIBUTION
Biometrika, 1959Barraclough, E. D., Page, E. S.
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