首页   按字顺浏览 期刊浏览 卷期浏览 On Generalized Score Tests
On Generalized Score Tests

 

作者: DennisD. Boos,  

 

期刊: The American Statistician  （Taylor Available online 1992）
卷期: Volume 46, issue 4  

页码: 327-333

 

ISSN:0003-1305

 

年代: 1992

 

DOI:10.1080/00031305.1992.10475921

 

出版商: Taylor & Francis Group

 

关键词: Composite null hypothesis;Empirical variance;Estimating equations;Information sandwich;Lagrange multiplier test;Misspecified likelihood;Observed information;Robust inference

 

数据来源: Taylor

 

摘要:

Generalizations of Rao's score test are receiving increased attention, especially in the econometrics and biostatistics literature. These generalizations are able to account for certain model inadequacies or lack of knowledge by use of empirical variance estimates. This article shows how the various forms of the generalized test statistic arise from Taylor expansion of the estimating equations. The general estimating equations structure unifies a variety of applications and helps suggest new areas of application.

 

点击下载:  PDF (736KB)



返 回