A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

2016 ◽  
Vol 59 (1) ◽  
pp. 192-215 ◽  
Author(s):  
Katarzyna Filipiak ◽  
Daniel Klein ◽  
Anuradha Roy
Keyword(s):  
Covariance Matrix ◽  
Likelihood Ratio ◽  
Score Test ◽  
Likelihood Ratio Tests ◽  
Rao's Score Test

Testing modified zeros for Poisson regression models

2018 ◽  
Vol 28 (10-11) ◽  
pp. 3123-3141 ◽  
Author(s):  
Yi Tang ◽  
Wan Tang
Keyword(s):  
Likelihood Ratio ◽  
Poisson Regression ◽  
Regression Models ◽  
Score Test ◽  
Poisson Model ◽  
Real Data ◽  
Likelihood Ratio Tests ◽  
Type I ◽  
Simulation Studies ◽  
Zero Inflated Poisson Models

Excessive zeros are common in practice and may cause overdispersion and invalidate inferences when fitting Poisson regression models. Zero-inflated Poisson regression models may be applied if there are inflated zeros; however, it is desirable to test if there are inflated zeros before such zero-inflated Poisson models are applied. Assuming a constant probability of being a structural zero in a zero-inflated Poisson regression model, the existence of the inflated zeros may be tested by testing whether the constant probability is zero. In such situations, the Wald, score, and likelihood ratio tests can be applied. Without specifying a zero-inflated Poisson model, He et al. recently developed a test by comparing the amount of observed zeros with that expected under the Poisson model. In this paper, we develop a closed form for the test and compare it with the Wald, score, and likelihood ratio tests through simulation studies. The simulation studies show that the test of He et al. is the best in controlling type I errors, while the score test generally has the least power among the tests. The tests are illustrated with two real data examples.

scholarly journals Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables

2015 ◽  
Vol 52 (2) ◽  
pp. 95-104
Author(s):  
Anita Dobek ◽  
Krzysztof Moliński ◽  
Ewa Skotarczak
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Test ◽  
Contingency Tables ◽  
Score Test ◽  
Wald Test ◽  
Likelihood Ratio Tests ◽  
Ratio Test ◽  
Power Comparison ◽  
Testing Hypotheses

Abstract There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.

scholarly journals Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

2019 ◽  
Vol 38 (8) ◽  
pp. 881-898
Author(s):  
Josep Lluís Carrion-i-Silvestre ◽  
Dukpa Kim
Keyword(s):  
Likelihood Ratio ◽  
Likelihood Ratio Tests
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