The Gradient Test : Another Likelihood-Based Test

__The Gradient Test: Another Likelihood-Based Test__ presents the latest on the gradient test, a large-sample test that was introduced in statistics literature by George R. Terrell in 2002. The test has been studied by several authors, is simply computed, and can be an interesting alternative to the classical large-sample tests, namely, the likelihood ratio (LR), Wald (W), and Rao score (S) tests. Due to the large literature about the LR, W and S tests, the gradient test is not frequently used to test hypothesis. The book covers topics on the local power of the gradient test, the Bartlett-corrected gradient statistic, the gradient statistic under model misspecification, and the robust gradient-type bounded-influence test. * Covers the background of the gradient statistic and the different models * Discusses The Bartlett-corrected gradient statistic * Explains the algorithm to compute the gradient-type statistic

The Gradient Test: Another Likelihood-Based Test presents the latest on the gradient test, a large-sample test that was introduced in statistics literature by George R. Terrell in 2002. The test has been studied by several authors, is simply computed, and can be an interesting alternative to the classical large-sample tests, namely, the likelihood ratio (LR), Wald (W), and Rao score (S) tests.

Due to the large literature about the LR, W and S tests, the gradient test is not frequently used to test hypothesis. The book covers topics on the local power of the gradient test, the Bartlett-corrected gradient statistic, the gradient statistic under model misspecification, and the robust gradient-type bounded-influence test.

• Covers the background of the gradient statistic and the different models
• Discusses The Bartlett-corrected gradient statistic
• Explains the algorithm to compute the gradient-type statistic

Content: Front Matter,Copyright,Dedication,List of Figures,List of Tables,PrefaceEntitled to full textChapter 1 - The Gradient Statistic, Pages 1-32 Chapter 2 - The Local Power of the Gradient Test, Pages 33-71 Chapter 3 - The Bartlett-Corrected Gradient Statistic, Pages 73-101 Chapter 4 - The Gradient Statistic Under Model Misspecification, Pages 103-121 Chapter 5 - The Robust Gradient-Type Bounded-Influence Test, Pages 123-138 Bibliography, Pages 139-141