Results 21 to 30 of about 248,275 (303)
Power comparison among tests for fractional unit roots [PDF]
, 2008 This article compares the asymptotic power properties of the Wald, the Lagrange Multiplier and the Likelihood Ratio test for fractional unit roots. The paper shows that there is an asymptotic inequality between the three tests that holds under fixed ...
Lobato, Ignacio N., Velasco, Carlos
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A Tutorial on Testing the Equality of Standardized Regression Coefficients in Structural Equation Models using Wald Tests with lavaan [PDF]
Tutorials in Quantitative Methods for Psychology, 2020 Comparing the effects of two or more explanatory variables on a dependent variable in structural equation models, with either manifest or latent variables, may be hampered by the arbitrary metrics which are common in social sciences and psychology.
Klopp, Eric
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Testing for changes in forecasting performance [PDF]
, 2019 We consider the issue of forecast failure (or breakdown) and propose methods to assess retrospectively whether a given forecasting model provides forecasts which show evidence of changes with respect to some loss function.
Perron, Pierre, Yamamoto, Yohei
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Formulating Wald Tests of Nonlinear Restrictions
Econometrica, 1985 On montre a partir de l'evidence de Monte Carlo que les differences dans la forme fonctionnelle des restrictions non lineaires sont importantes dans les petites tailles d ...
Gregory, Allan W, Veall, Michael R
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Fixed-b Inference for Testing Structural Change in a Time Series Regression
Econometrics, 2016 This paper addresses tests for structural change in a weakly dependent time series regression. The cases of full structural change and partial structural change are considered.
Cheol-Keun Cho, Timothy J. Vogelsang
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Testing for zero-modification in count regression models [PDF]
, 2006 Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zero-modified Poisson (ZMP) and zero-modified generalized Poisson (ZMGP) regression models are useful classes of models for such ...
Czado, Claudia, Min, Aleksey
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Rao and Wald Tests in Nonzero-Mean Non–Gaussian Sea Clutter
Remote SensingThe non-Gaussian nature of radar-observed clutter echoes induces performance degradation in the context of remote sensing target detection when using conventional Gaussian detectors. To enhance target detection performance, this study addresses the issue
Haoqi Wu +3 more
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Un approccio robusto alla verifica d'ipotesi basato sulla funzione di verosomiglianza pesata
Statistica, 2007 Weighted version of the Likelihood Ratio, Wald and score tests are proposed for parametric inference. If the parametric model is correct, the Weighted Likelihood tests are asymptotically equivalent to the corresponding Likelihood tests.
Claudio Agostinelli
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Wald tests of singular hypotheses
Bernoulli, 2016 Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector.
Drton, Mathias, Xiao, Han
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Generalized Wald-type Tests based on Minimum Density Power Divergence Estimators [PDF]
, 2015 In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations from the ...
Basu, Ayanendranath +3 more
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