On the boundedness and nonmonotonicity of generalized score statistics

• Main Authors: Field, C. A., Pang, Zhen., Welsh, A. H.
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/98507; http://hdl.handle.net/10220/12411
• Institution: Nanyang Technological University

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...