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Approximations of the power functions for Wald, likelihood ratio, and score tests and their applications to linear and logistic regressions

Traditionally, asymptotic tests are studied and applied under local alternative (Aivazian, et al., 1985). There exists a widespread opinion that the Wald, likelihood ratio, and score tests are asymptotically equivalent. We dispel this myth by showing that These tests have different statistical power...

Täydet tiedot

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Bibliografiset tiedot
Julkaisussa:Model Assist Stat Appl
Päätekijä: Demidenko, Eugene
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: 2020
Aiheet:
Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC7822542/
https://ncbi.nlm.nih.gov/pubmed/33488319
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3233/mas-200505
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