Alternative forms and properties of the score test

Anil K. Bera, Colin R. Mckenzie

研究成果: Article査読

36 被引用数 (Scopus)

抄録

Two different issues relating to the score (S) test are investigated. Firstly, we study the finite sample properties of a number of asymptotically equivalent forms of the S test. From our simulation results we observe that these forms can behave very differently in finite samples. Secondly, we investigate the power properties of the S test and find that it compares favorably to those of the likelihood ratio (LR) test although the former does not use information about the precise forms of the alternatives.

本文言語English
ページ(範囲)13-25
ページ数13
ジャーナルJournal of Applied Statistics
13
1
DOI
出版ステータスPublished - 1986 1 1
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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