IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v60y1997i1p99-110.html
   My bibliography  Save this article

Comparison of LR, Score, and Wald Tests in a Non-IID Setting

Author

Listed:
  • Rao, C. Radhakrishna
  • Mukerjee, Rahul

Abstract

Considering a large class of tests, we study higher order power in a possibly non-iid set-up. Optimum properties for the likelihood ratio and score tests are exhibited under the criteria of second-order local maximinity and third-order local average power, respectively. The issue of stringency with regard to third-order average power has been addressed. We also compare the power properties of various Bartlett-type adjustments for the tests.

Suggested Citation

  • Rao, C. Radhakrishna & Mukerjee, Rahul, 1997. "Comparison of LR, Score, and Wald Tests in a Non-IID Setting," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 99-110, January.
    • Handle: RePEc:eee:jmvana:v:60:y:1997:i:1:p:99-110
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(96)91645-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Allan Dormer & Guangyong Zou, 2002. "Interval Estimation for a Difference Between Intraclass Kappa Statistics," Biometrics, The International Biometric Society, vol. 58(1), pages 209-215, March.
    2. Artur Lemonte & Silvia Ferrari, 2012. "The local power of the gradient test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 373-381, April.
    3. Kakizawa, Yoshihide, 2015. "Third-order local power properties of tests for a composite hypothesis, II," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 99-112.
    4. Kakizawa, Yoshihide, 2017. "Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 98-120.
    5. Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
    6. Kakizawa, Yoshihide, 2013. "Third-order local power properties of tests for a composite hypothesis," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 303-317.
    7. Kakizawa, Yoshihide, 2012. "Generalized Cordeiro–Ferrari Bartlett-type adjustment," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2008-2016.
    8. Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
    9. Krishna K. Saha & Debaraj Sen & Chun Jin, 2012. "Profile likelihood-based confidence interval for the dispersion parameter in count data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(4), pages 765-783, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:60:y:1997:i:1:p:99-110. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.