A Note on the Wald, Lagrangian Multiplier and Likelihood Ratio Tests when the Information Matrix is Singular [PDF]
The 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
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Genetic association tests in family samples for multi-category phenotypes
BMC Genomics, 2021 Background Advancements in statistical methods and sequencing technology have led to numerous novel discoveries in human genetics in the past two decades.
Shuai Wang +2 more
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On the Differential Geometry of the Wald Test with Nonlinear Restrictions [PDF]
Econometrica, 1996 We exploit the tools of differential geometry to provide a clear explanation for the finite sample lack of invariance of the Wald statistic to algebraically equivalent reformulations of the null hypothesis. The Wald statistic is shown, in general, to be an improper geometric quantity and hence is not invariant to reparametrizations.
Critchley, Frank +2 more
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Testing the Equality of Coefficient of Variation in K Inverse Gaussian Populations [PDF]
The Egyptian Statistical Journal, 2002 Three tests (likelihood ratio test, Wald test and Score test) are derived for the hypothesis that the coefficients of variation of k Inverse Gaussian populations are equal. The k samples may be of unequal size.
Amina Saleh, Somia El-Attar
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Summary of relevance of GATEs for all prespecified variables: Wald tests.
, 2023 Summary of relevance of GATEs for all prespecified variables: Wald tests.
Paul A. Raschky (16007314) +2 more
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Simple wald tests of the fractional integration parameter: an overview of new results [PDF]
, 2008 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 +5 more
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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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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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Improvement in Finite-Sample Properties of GMM-Based Wald Tests [PDF]
, 2013 GMM-based Wald tests tend to overreject when used for small samples, mainly due to inaccurate estimation of the weighting matrix. This article proposes applying the shrinkage method to address this problem. Using a possibly-misspecied factor model, the
Yu Ren , Qihui Chen
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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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