The Gradient Test

Another Likelihood-Based Test

Nonfiction, Science & Nature, Mathematics, Calculus
Cover of the book The Gradient Test by Artur Lemonte, Elsevier Science
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Author: Artur Lemonte ISBN: 9780128036136
Publisher: Elsevier Science Publication: February 5, 2016
Imprint: Academic Press Language: English
Author: Artur Lemonte
ISBN: 9780128036136
Publisher: Elsevier Science
Publication: February 5, 2016
Imprint: Academic Press
Language: English

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
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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.

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