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Volumn 61, Issue 4, 2007, Pages 291-295

How can the score test be inconsistent?

Author keywords

Maximum likelihood; Multiple roots for likelihood equation; Observed information; Score test inconsistent

Indexed keywords


EID: 36649011358     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/000313007X243061     Document Type: Article
Times cited : (31)

References (19)
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    • Day, N.E.1
  • 5
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    • A Reminder of the Fallibility of the Wald Statistic
    • Fears, T. R., Benichou, J., and Gail, M. H. (1996), "A Reminder of the Fallibility of the Wald Statistic," The American Statistician, 50, 226-227.
    • (1996) The American Statistician , vol.50 , pp. 226-227
    • Fears, T.R.1    Benichou, J.2    Gail, M.H.3
  • 11
    • 0000436714 scopus 로고
    • The Danger of Extrapolating Asymptotic Local Power
    • Nelson, F. D., and Savin, N. E. (1990), "The Danger of Extrapolating Asymptotic Local Power," Econometrica, 58, 977-981.
    • (1990) Econometrica , vol.58 , pp. 977-981
    • Nelson, F.D.1    Savin, N.E.2
  • 12
    • 36649011048 scopus 로고    scopus 로고
    • Pawitan, Y. (2001), In All Likelihood: Statistical Modelling and Inference using Likelihood, Oxford: Clarendon Press.
    • Pawitan, Y. (2001), In All Likelihood: Statistical Modelling and Inference using Likelihood, Oxford: Clarendon Press.
  • 14
    • 0039066809 scopus 로고
    • Asymptotic Number of Roots of Cauchy Location Likelihood Equations
    • Reeds, J. A. (1985), "Asymptotic Number of Roots of Cauchy Location Likelihood Equations," The Annals of Statistics, 13, 775-784.
    • (1985) The Annals of Statistics , vol.13 , pp. 775-784
    • Reeds, J.A.1
  • 15
    • 36649032775 scopus 로고    scopus 로고
    • The Hausman Test Statistic Can Be Negative Even Asymptotically
    • Technical report, Universität Frankfurt am Main
    • Schreiber, S. (2006), "The Hausman Test Statistic Can Be Negative Even Asymptotically," Technical report, Universität Frankfurt am Main.
    • (2006)
    • Schreiber, S.1
  • 16
    • 36649006313 scopus 로고    scopus 로고
    • The Epic Story of Maximum Likelihood
    • Technical report, University of Chicago
    • Stigler, S. M. (2007), "The Epic Story of Maximum Likelihood," Technical report, University of Chicago.
    • (2007)
    • Stigler, S.M.1
  • 17
    • 36649030014 scopus 로고    scopus 로고
    • R. R. Bahadur's Lectures on the Theory of Estimation
    • Stigler, S. M, Wong, W. H, and Xu, D, eds, Beachwood, OH, Institute of Mathematical Statistics
    • Stigler, S. M., Wong, W. H., and Xu, D. (eds.) (2002), R. R. Bahadur's Lectures on the Theory of Estimation, Lecture Notes-Monograph Series, vol. 39, Beachwood, OH.: Institute of Mathematical Statistics.
    • (2002) Lecture Notes-Monograph Series , vol.39


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.