The local power of the gradient test
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DOI: 10.1007/s10463-010-0315-4
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References listed on IDEAS
- Takesi Hayakawa, 1977. "The likelihood ratio criterion and the asymptotic expansion of its distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 359-378, December.
- 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.
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Cited by:
- Felix Zimmer & Clemens Draxler & Rudolf Debelak, 2023. "Power Analysis for the Wald, LR, Score, and Gradient Tests in a Marginal Maximum Likelihood Framework: Applications in IRT," Psychometrika, Springer;The Psychometric Society, vol. 88(4), pages 1249-1298, December.
- Kunnummal Muralidharan, 2014. "Inferences on inliers in Rayleigh distribution," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 307-315, October.
- Francisco M. C. Medeiros & Silvia L. P. Ferrari, 2017. "Small-sample testing inference in symmetric and log-symmetric linear regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(3), pages 200-224, August.
- Artur Lemonte, 2015. "On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 885-895, October.
- Vargas, Tiago M. & Ferrari, Silvia L.P. & Lemonte, Artur J., 2014. "Improved likelihood inference in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 110-124.
- Lemonte, Artur J., 2013. "On the gradient statistic under model misspecification," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 390-398.
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Keywords
Asymptotic expansions; Chi-square distribution; Gradient test; Likelihood ratio test; Pitman alternative; Power function; Score test; Wald test;All these keywords.
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