Testing under local misspecification and artificial regressions

Anil K. Bera; Gabriel Montes-Rojas; Walter Sosa-Escudero

首页> 外文期刊>Economics letters >Testing under local misspecification and artificial regressions

【24h】

Testing under local misspecification and artificial regressions

机译：在局部错误指定和人工回归下进行测试

获取原文

获取原文并翻译 | 示例

获取外文期刊封面封底 >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

An additivity property of LM tests is derived, linking joint, marginal and Bera-Yoon "adjusted" tests, hence the latter can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical illustration of the Bera-Yoon principle.

机译：推导了LM检验的可加性，将联合检验，边际检验和Bera-Yoon的“调整”检验联系起来，因此后者可以作为前两者的差得出。人工回归框架提供了Bera-Yoon原理的直观几何图示。

著录项

来源
《Economics letters》 |2009年第2期|66-68|共3页
作者
Anil K. Bera; Gabriel Montes-Rojas; Walter Sosa-Escudero;
展开▼
作者单位

University of Illinois, 1407 W Gregory Drive, Urbana, IL 61801, United States;

Department of Economics, City University London, Northampton Square, London EC1V 0HB, United Kingdom;

Universidad de San Andres, Victoria, Buenos Aires, Argentina;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
specification tests; LM tests; artificial regression;

机译：规格测试;LM测试;人工回归;

相似文献

外文文献
中文文献
专利

1. Testing Inference in Inflated Beta Regressions under Model Misspecification [J] . Souza Tatiene C., Pereira Tarciana L., Cribari-Neto Francisco, Communications in Statistics . 2016,第1a2期

机译：在模型错误指定下测试膨胀的Beta回归的推断
2. Testing treatment effects in unconfounded studies under model misspecification: logistic regression, discretization, and their combination. [J] . Cangul MZ, Chretien YR, Gutman R Statistics in medicine . 2009,第20期

机译：在模型错误指定的情况下，在无混淆的研究中测试治疗效果：逻辑回归，离散化及其组合。
3. Test for link misspecification in dependent binary regression using generalized estimating equations [J] . AYRIN C. MOLEFE, BALAKRISHNA HOSMANE Journal of statistical computation and simulation . 2007,第1a2期

机译：使用广义估计方程测试相关二元回归中的链接错误指定
4. Rank Regression under Possible Model Misspecification [C] . Lan Wang Nonparametric Statistics and Mixture Models : Past, Present, and Future . 2011

机译：在可能的模型拼盘下排名回归
5. A unified evaluation of global and local fit performance under differing test construction conditions and model misspecifications [D] . Gushta, Matthew Michael. 2012

机译：在不同的测试构造条件和模型规格错误的情况下，对全局和局部拟合性能的统一评估
6. Comparing performance between log-binomial and robust Poisson regression models for estimating risk ratios under model misspecification [O] . Wansu Chen, Lei Qian, Jiaxiao Shi, 2018

机译：对数二项式和稳健的Poisson回归模型之间的性能比较以评估模型错误指定下的风险比率
7. Two misspecification tests for the simple switching regressions disequilibrium model [O] . Vassilis Argyrou Hajivassiliou 1986

机译：两个误操作测试，用于简单的切换回归不平衡模型

Testing under local misspecification and artificial regressions

摘要

著录项

相似文献

相关主题

期刊订阅