On the boundedness and nonmonotonicity of generalized score statistics
We show in the context of the linear regression model fitted by Gaussian quasi-likelihood estimation that the generalized score statistics of Boos and Hu and Kalbfleisch for individual parameters can be bounded and nonmonotone in the parameter, making it difficult to make inferences from the general...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Online Access: | https://hdl.handle.net/10356/98507 http://hdl.handle.net/10220/12411 |
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| Institution: | Nanyang Technological University |
| Language: | English |