A new score test for unit roots in heterogeneous panels — Residual likelihood approach

2010 ◽  
Vol 106 (2) ◽  
pp. 71-74 ◽  
Author(s):  
Yujin Oh ◽  
Yong Bin Lim ◽  
Beong Soo So
Keyword(s):  
Score Test ◽  
Unit Roots ◽  
Residual Likelihood ◽  
Likelihood Approach ◽  
Heterogeneous Panels

A new likelihood approach to inference about predictive values of diagnostic tests in paired designs

2016 ◽  
Vol 27 (2) ◽  
pp. 541-548 ◽  
Author(s):  
Tsung-Shan Tsou
Keyword(s):  
Diagnostic Tests ◽  
Screening Test ◽  
Score Test ◽  
Real Data ◽  
Test Results ◽  
Multinomial Model ◽  
Test Statistic ◽  
Predictive Values ◽  
Minimum Number ◽  
Likelihood Approach

Intuitively, one only needs patients with two positive screening test results for positive predictive values comparison, and those with two negative screening test results for contrasting negative predictive values. Nevertheless, current existing methods rely on the multinomial model that includes superfluous parameters unnecessary for specific comparisons. This practice results in complex statistics formulas. We introduce a novel likelihood approach that fits the intuition by including a minimum number of parameters of interest in paired designs. It is demonstrated that our robust score test statistic is identical to a newly proposed weighted generalized score test statistic. Simulations and real data analysis are used for illustration.

scholarly journals Testing for seasonal unit roots in heterogeneous panels

2005 ◽  
Vol 86 (2) ◽  
pp. 229-235 ◽  
Author(s):  
Jesus Otero ◽  
Jeremy Smith ◽  
Monica Giulietti
Keyword(s):  
Unit Roots ◽  
Seasonal Unit Roots ◽  
Heterogeneous Panels

Robust tests for unit roots in heterogeneous panels

2004 ◽  
Vol 84 (1) ◽  
pp. 35-41 ◽  
Author(s):  
Yu Jin Oh ◽  
Beong Soo So
Keyword(s):  
Unit Roots ◽  
Robust Tests ◽  
Heterogeneous Panels

A robust likelihood approach to inference about the kappa coefficient for correlated binary data

2018 ◽  
Vol 28 (4) ◽  
pp. 1188-1202 ◽  
Author(s):  
Tsung-Shan Tsou
Keyword(s):  
Data Analysis ◽  
Binary Data ◽  
Likelihood Function ◽  
Score Test ◽  
Real Data ◽  
Kappa Coefficient ◽  
Correlated Data ◽  
Ratio Test ◽  
Likelihood Approach ◽  
Robust Likelihood

We construct a legitimate likelihood function for the agreement kappa coefficient for correlated data without specifically modelling all levels of correlation. This makes available the likelihood ratio test, the score test and other tools without the knowledge of the underlying distributions. This parametric robust likelihood approach applies to general clustered data scenarios. We provide simulations and real data analysis to demonstrate the advantage of the robust procedure.

Testing for unit roots in heterogeneous panels

2003 ◽  
Vol 115 (1) ◽  
pp. 53-74 ◽  
Author(s):  
Kyung So Im ◽  
M.Hashem Pesaran ◽  
Yongcheol Shin
Keyword(s):  
Unit Roots ◽  
Heterogeneous Panels
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