On Score Tests in Structural Regression Models

Statistics ◽  
1998 ◽  
Vol 32 (2) ◽  
pp. 131-149
Author(s):  
Reinaldo B. Arellano-Valle ◽  
Heleno Bolfarine
Keyword(s):  
Regression Models ◽  
Score Tests ◽  
Structural Regression

scholarly journals Testing for Consistency using Artificial Regressions

1989 ◽  
Vol 5 (3) ◽  
pp. 363-384 ◽  
Author(s):  
Russell Davidson ◽  
James G. MacKinnon
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Information Matrix ◽  
Binary Choice ◽  
Parameter Estimates ◽  
Linear Regression Models ◽  
Score Tests ◽  
Binary Choice Models ◽  
Lagrange Multiplier Tests ◽  
Information Matrix Test

We consider several issues related to Durbin-Wu-Hausman tests; that is, tests based on the comparison of two sets of parameter estimates. We first review a number of results about these tests in linear regression models, discuss what determines their power, and propose a simple way to improve power in certain cases. We then show how in a general nonlinear setting they may be computed as “score” tests by means of slightly modified versions of any artificial linear regression that can be used to calculate Lagrange multiplier tests, and explore some of the implications of this result. In particular, we show how to create a variant of the information matrix test that tests for parameter consistency. We examine the conventional information matrix test and our new version in the context of binary-choice models, and provide a simple way to compute both tests using artificial regressions.

Score tests for zero-inflated double poisson regression models

2017 ◽  
Vol 33 (4) ◽  
pp. 851-864
Author(s):  
Feng-chang Xie ◽  
Jin-guan Lin ◽  
Bo-cheng Wei
Keyword(s):  
Poisson Regression ◽  
Regression Models ◽  
Score Tests

Score tests for zero-inflated generalized Poisson mixed regression models

2009 ◽  
Vol 53 (9) ◽  
pp. 3478-3489 ◽  
Author(s):  
Feng-Chang Xie ◽  
Bo-Cheng Wei ◽  
Jin-Guan Lin
Keyword(s):  
Regression Models ◽  
Score Tests ◽  
Generalized Poisson ◽  
Mixed Regression

IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS

2001 ◽  
Vol 30 (7) ◽  
pp. 1295-1315 ◽  
Author(s):  
Lúcia P. Barroso ◽  
Gauss M. Cordeiro ◽  
Klaus L. P. Vasconcellos
Keyword(s):  
Regression Models ◽  
Score Tests ◽  
Von Mises
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