On score tests in structural regression models

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dc.contributor.authorArellano Valle, RB
dc.contributor.authorBolfarine, H
dc.date.accessioned2024-01-10T12:41:05Z
dc.date.available2024-01-10T12:41:05Z
dc.date.issued1998
dc.description.abstractIn this paper we investigate the distribution of the score statistics for testing hypothesis about the slope parameter in a simple structural regression model. It is shown that for two of the most common ways of making the model identifiable, the distribution of the score statistics under the null hypothesis can be found exactly as an increasing function of an F statistics, providing thus exact test statistics for testing hypothesis about the slope parameter. It is unknown if such results hold in general for the likelihood ratio statistics. Use is made of orthogonal parameterizations obtained in the literature. Generalizations to an elliptical structural model are also investigated.
dc.fechaingreso.objetodigital2024-05-08
dc.format.extent19 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1080/02331889808802658
dc.identifier.issn0233-1888
dc.identifier.urihttps://doi.org/10.1080/02331889808802658
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77380
dc.identifier.wosidWOS:000080172800003
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero2
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final149
dc.pagina.inicio131
dc.publisherGORDON BREACH SCI PUBL LTD
dc.revistaSTATISTICS
dc.rightsacceso restringido
dc.subjectorthogonal parameterizations
dc.subjectscore statistics
dc.subjectstructural normal and elliptical models
dc.subjectAPPROXIMATE
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleOn score tests in structural regression models
dc.typeartículo
dc.volumen32
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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