Results 41 to 50 of about 355,029 (197)
HARDY-WEINBERG EQUILIBRIUM ASSUMPTIONS IN CASE-CONTROL TESTS OF GENETIC ASSOCIATION [PDF]
, 2009 The case-control study design is commonly used in genetic association study with a binary trait using unrelated individuals from a population. To test association with a binary trait in a case-control or cohort study, the standard analysis is a chi ...
Lee, Myoungkeun
core
Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
Entropy, 2017 In this paper, a robust version of the Wald test statistic for composite likelihood is considered by using the composite minimum density power divergence estimator instead of the composite maximum likelihood estimator.
Elena Castilla +3 more
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Testing a DSGE model of the EU using indirect inference [PDF]
We use the method of indirect inference, using the bootstrap, to test the Smets and Wouters model of the EU against a VAR auxiliary equation describing their data; the test is based on the Wald statistic.
David Meenagh +2 more
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A MULTIVARIATE WALD-WOLFOWITZ RANK TEST AGAINST SERIAL DEPENDENCE [PDF]
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1995 Summary: Rank-based cross-covariance matrices, extending to the case of multivariate observed series the (univariate) rank autocorrelation coefficients introduced by \textit{A. Wald} and \textit{J. Wolfowitz} [Ann. Math. Stat. 14, 378-388 (1943; Zbl 0060.302)], are considered.
Hallin, Marc, Puri, Madan L.
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On the Formulation of Wald Tests of Nonlinear Restrictions [PDF]
Econometrica, 1988 Summary: This paper utilizes asymptotic expansions of the Edgeworth type to investigate alternative forms of the Wald test of nonlinear restrictions. Some formulae for the asymptotic expansion of the distribution of the Wald statistic are provided for a general case that should include most econometric applications. When specialized to the simple cases
Phillips, Peter C B, Park, Joon Y
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Testing for Causality in Variance using Multivariate GARCH Models [PDF]
Tests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties.
Hafner, Christian M., Herwartz, Helmut
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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
doaj +1 more source
Fast score test with global null estimation regardless of missing genotypes. [PDF]
PLoS ONE, 2018 In genome-wide association studies (GWASs) for binary traits (or case-control samples) in the presence of covariates to be adjusted for, researchers often use a logistic regression model to test variants for disease association.
Shuntaro Sato +2 more
doaj +1 more source
Comparing ROC Curves Derived From Regression Models [PDF]
, 2011 In constructing predictive models, investigators frequently assess the incremental value of a predictive marker by comparing the ROC curve generated from the predictive model including the new marker with the ROC curve from the model excluding the new ...
Begg, Colin B +2 more
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Computational Approach Test using Likelihood Based Tests for the Equality of Inverse Gaussian Means
Revstat Statistical JournalIn this study, we propose three different test procedures by plugging the Wald (W), score (S) and likelihood ratio (LR) statistics into the computational approach test (CAT) to test the equality of inverse Gaussian means when the scale parameters are ...
Gamze Güven +2 more
doaj +1 more source