The Generalized Score Tests
Generalized score tests for missing covariate data
... the generalized score tests based on WEE ...parametric tests appear to give proper type I error rates and reasonable power for different sample sizes and obtain the asymptotically optimal ...
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Score tests in generalized linear measurement error models
... The solid line is the density estimate based 01\ all the data, while the dashed line is the estimate for the 37 cases of breast. cancer[r] ...
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Generalized Information Matrix Tests for Copulas
... goodness-of-fit tests for copulas. The tests use gen- eralizations of the information matrix (IM) equality of White (1982) and so relate to the copula test proposed by Huang and Prokhorov ...of score ...
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Generalized M-Fluctuation Tests for Parameter Instability
... (or score functions, respectively), functionals for measuring fluctuation in empirical fluctuation processes and corresponding means of ...to generalized linear models and derives concrete tests ...
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Semiparametric Causality Tests Using the Policy Propensity Score
... a generalized Sims-type definition of dynamic causality provides a coherent conceptual basis for time series causal ...The tests developed here are distribution-free in the sense that critical values do not ...
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Generalized Measurement Invariance Tests with Application to Factor Analysis
... cumulative score process adds subsets of casewise score contributions across individuals along the ordering ...cumulative score process always equals zero at t = 0 and returns to zero at t = ...
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Remittances and Asset Accumulation in Bangladesh: A Study using Generalized Propensity Score
... Step 2: Balancing property is checked by utilising the blocking on GPS approach developed by Hirano and Imbens (2004). Potential treatment values are divided in K intervals, and GPS is estimated at user speci fied ...
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Misspecification of Generalized Autoregressive Score Models: Monte Carlo Simulations and Applications
... misspecification tests when periodic long memory GARCH models are involved were analysed ...these tests was studied by means of Monte Carlo simulations with respect to the class of generalized long ...
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General score tests for regression models incorporating 'robust' variance estimates
... be generalized by use of Huber–White variance estimate — estimate the variance of the score from the empirical variance of score contributions from independent clusters The same trick can be used for ...
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A score test of homogeneity in generalized additive models for zero-inflated count data
... 4.2 Findings from simulation Firstly, the three tests have controlled type I error rates well (Table 4.1 and Table 4.2). In Table 4.1, the true Poisson means depend on covariates through regression technique. The ...
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Score Tests for Association Under Response-dependent Sampling Designs for Expensive Covariates
... that score tests based on a semiparametric likelihood take a simple form for a wide range of generalized linear models and sampling plans; this occurs because the test statistics are specified, and ...
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On general score tests
... Key Words: composite null hypothesis, empirical variance, estimating equations, information sandwich, Lagrange multiplier test, misspecified likelihood, observed information, robust infe[r] ...
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Generalized Autoregressive Score Models with Applications
... the generalized autoregressive conditional heteroskedasticity (GARCH) models of Engle (1982), Bollerslev (1986) and Engle and Bollerslev (1986), the autoregressive conditional duration and intensity (ACD and ACI, ...
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Reversed Score and Likelihood Ratio Tests
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Generalized Score Matching for Non-Negative Data
... We do not observe any clear relationship between features such as convexity, differen- tiability or the slope of h at 0, and performance of the estimator. Nonetheless, for many choices of rather simple functions h, our ...
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Atheists Score Higher on Cognitive Reflection Tests
... Males score significantly higher than females, and so do atheists of either ...atheists score higher agrees with the literature showing that belief is an automatic manifestation of the mind and its default ...
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Score Tests of Normality in Bivariate Probit Models
... A relatively simple and convenient score test of normality in the bivariate probit model is derived. Monte Carlo simulations show that the small sample performance of the bootstrapped test is quite good. The test ...
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Generalized spectral tests for the martingale difference hypothesis.
... b Departamento de Economia, Universidad Carlos III de Madrid, Spain Available online 10 August 2005 Abstract This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related ...
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Tests for High Dimensional Generalized Linear Models
... nuisance parameter and testing the following hypothesis: H 0 : β g (2) = 0 versus H 1 : β g (2) 6= 0. By controlling the false discovery rate (Benjamini and Hochberg, 1995) at 0.01, 1084 gene-sets in Biological ...
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Tests for High Dimensional Generalized Linear Models
... nuisance parameter and testing the following hypothesis: H 0 : β g (2) = 0 versus H 1 : β g (2) 6= 0. By controlling the false discovery rate (Benjamini and Hochberg, 1995) at 0.01, 1084 gene-sets in Biological ...
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