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An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model

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Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2008) An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model. Computational statistics and data analysis, 52 (3). pp. 1477-1489. ISSN 0167-9473

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Official URL: http://www.sciencedirect.com/science/article/pii/S0167947307001600


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Abstract

A new family of test statistics for testing linear hypotheses in baseline-category logit models is introduced and its asymptotic distribution is obtained. The new family is a natural extension of the classical likelihood ratio test. A simulation study is carried out to find new test statistics that offer an attractive alternative to the classical likelihood ratio test in terms of both exact size and exact power.


Item Type:Article
Uncontrolled Keywords:baseline-category logit model; extended likelihood ratio test statistics; linear hypotheses; divergnece.
Subjects:Sciences > Mathematics > Applied statistics
ID Code:17605
Deposited On:10 Jan 2013 09:34
Last Modified:12 Dec 2018 18:11

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