This paper compares different versions of the simulated counterparts of the Wald test, the score test, and the likelihood ratio test in the multiperiod multinomial probit model. Monte Carlo experiments show that the simple form of the simulated likelihood ratio test delivers the most favorable test results in the five-period three-alternative probit model considered here. This result applies to...

We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as a Lagrange multiplier test, but it also has a straightforward Wald test interpretation. In Monte Carlo experiments, the test displays good size and power properties. ∗The authors thank the co-editor, the referee, David Drukker, Christian Hansen, and Jeffrey Wooldridge for thei...

In constructing predictive models, investigators frequently assess the incremental value of a predictive marker by comparing the ROC curve generated from the predictive model including the new marker with the ROC curve from the model excluding the new marker. Many commentators have noticed empirically that a test of the two ROC areas often produces a non-significant result when a corresponding ...

(P being the pulsation period) could, therefore, assume any value. Moreover, if the disturbing force were periodic, a resonance of the free and forced periods would be immediately established and the amplitude of the oscillation greatly enhanced. Second-order effects, ignored in the present investigation, would thus probably soon become appreciable and could operate to destroy the resonance. Sh...

Schwarz (2001, 2002) proposed the ex-Wald distribution, obtained from the convolution of Wald and exponential random variables, as a model of simple and go/no-go response time. This article provides functions for the S-PLUS package that produce maximum likelihood estimates of the parameters for the ex-Wald, as well as for the shifted Wald and ex-Gaussian, distributions. In a Monte Carlo study, ...

Bartlett correction factors for likelihood ratio tests of parameters in conditional and unconditional logistic regression models are calculated. The resulting tests are compared to the Wald, likelihood ratio, and score tests, and a test proposed by Moolgavkar and Venzon in Modern Statistical Methods in Chronic Disease Epidemiology, (Wiley, New York, 1986).

The three likelihood-based tests, namely, likelihood ratio test, Rao score test, and Wald test and two more asymptotic tests which use Srivastava’s estimator of intraclass correlation coefficient are considered to test the null hypothesis of equality of intraclass correlation coefficients when the families have unequal number of children. Methods are illustrated on Galton’s data set. Using simu...

Professor Wald and his team (Wald et al., 2004) have remodelled the already modelled SURUSS data (Wald et al., 2003a) to claim, firstly, that their results are now similar to those of the multicentre study co-ordinated by the Fetal Medicine Foundation (Snijders et al., 1998), and, secondly, that the gestation of choice for nuchal translucency (NT) measurement is 10 weeks. The latest modelling e...

Two detectors making independent observations must decide which one of two hypotheses is true. The decisions are coupled through a common cost function. It is shown that the detectors’ optimal decisions are characterized by thresholds which are coupled and whose computation requires the solution of two coupled sets of dynamic programming equations. An approximate computation of the thresholds i...