Results 11 to 20 of about 2,957,243 (305)

Robust Statistical Inference in Generalized Linear Models Based on Minimum Renyi’s Pseudodistance Estimators

open access: yesEntropy, 2022
Minimum Renyi’s pseudodistance estimators (MRPEs) enjoy good robustness properties without a significant loss of efficiency in general statistical models, and, in particular, for linear regression models (LRMs). In this line, Castilla et al.
María Jaenada, Leandro Pardo
doaj   +1 more source

On the Formulation of Wald Tests of Nonlinear Restrictions [PDF]

open access: yesEconometrica, 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
openaire   +2 more sources

Fast score test with global null estimation regardless of missing genotypes. [PDF]

open access: yesPLoS 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

The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties

open access: yesMathematics, 2023
This study is intended as a note and provides an extension to a much-used and established test for portfolio efficiency, the Gibbons, Ross, and Shanken GRS-Wald test.
Pankaj Agrrawal
doaj   +1 more source

Simple wald tests of the fractional integration parameter: an overview of new results [PDF]

open access: yes, 2009
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   +2 more
core   +2 more sources

Type I error control for cluster randomized trials under varying small sample structures

open access: yesBMC Medical Research Methodology, 2021
Background Linear mixed models (LMM) are a common approach to analyzing data from cluster randomized trials (CRTs). Inference on parameters can be performed via Wald tests or likelihood ratio tests (LRT), but both approaches may give incorrect Type I ...
Joshua R. Nugent, Ken P. Kleinman
doaj   +1 more source

On testing proportional odds assumptions for proportional odds models

open access: yesGeneral Psychiatry, 2023
Proportional odds models are commonly used to model ordinal responses, but the proportional odds assumption may not hold in practice, leading to biased inference.
Xin M Tu, Hua He, Anqi Liu, Wan Tang
doaj   +1 more source

Asymptotic Sample Size for Common Test of Relative Risk Ratios in Stratified Bilateral Data

open access: yesMathematics, 2023
In medical clinical studies, various tests usually relate to the sample size. This paper proposes several methods to calculate sample sizes for a common test of relative risk ratios in stratified bilateral data.
Keyi Mou, Zhiming Li, Changxing Ma
doaj   +1 more source

Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators

open access: yesEntropy, 2022
The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with the power function, and moreover, they ...
María Jaenada   +2 more
doaj   +1 more source

A Note on the Wald, Lagrangian Multiplier and Likelihood Ratio Tests when the Information Matrix is Singular [PDF]

open access: yesThe Egyptian Statistical Journal, 1988
Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood ratio statistic for testing a typical null hypothesis Ho stated in terms of equality constraints.
Abdalla El-Helbawy, Tawfik Hassan
doaj   +1 more source

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