Hypotheses Testing on Covariance Structures : Comparison of likelihood ratio test, Rao's score test and Wald's score test
Tõnu Kollo, Dietrich von Rosen, Marju Valge
Abstract
Tõnu Kollo, Dietrich von Rosen, Marju Valge
Abstract
For a normal population likelihood ratio test, Rao’s score test and Wald’s score test for testing covariance structures are compared in the situation when the number of variables and the sample siz ...
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For a normal population likelihood ratio test, Rao’s score test and Wald’s score test for testing covariance structures are compared in the situation when the number of variables and the sample siz ...
Key concepts: Wald test, Score test, Likelihood-ratio test, Statistics, Mathematics, Test (biology), Covariance, Sequential probability ratio test