Lagrange Multiplier Tests in Applied Research

2020 ◽  
Author(s):  
José Astaiza-Gómez
Keyword(s):  
Lagrange Multiplier ◽  
Applied Research ◽  
Lagrange Multiplier Tests

scholarly journals Lagrange Multiplier Tests in Applied Research

2020 ◽  
Vol 12 (1) ◽  
pp. 13-19 ◽  
Author(s):  
José Gabriel Astaiza-Gómez
Keyword(s):  
Constrained Optimization ◽  
Hypothesis Testing ◽  
Lagrange Multiplier ◽  
Applied Research ◽  
Asymptotic Theory ◽  
Necessary Conditions ◽  
Optimization Problems ◽  
Lagrange Multiplier Test ◽  
Constrained Optimization Problems ◽  
Lagrange Multiplier Tests

Applied research requires the usage of the proper statistics for hypothesis testing. Constrained optimization problems provide a framework that enables the researcher to build a statistic that fits his data and hypothesis at hand. In this paper I show some of the necessary conditions to obtain a Lagrange Multiplier test as well as some popular applications in order to highlight the usefulness of the test when the researcher must rely in asymptotic theory and to help the reader in the construction of a test in applied work.

scholarly journals Identifying fMRI Model Violations With Lagrange Multiplier Tests

2012 ◽  
Vol 31 (7) ◽  
pp. 1481-1492 ◽  
Author(s):  
Ben Cassidy ◽  
Christopher J Long ◽  
Caroline Rae ◽  
Victor Solo
Keyword(s):  
Lagrange Multiplier ◽  
Lagrange Multiplier Tests
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