- Regression model selection via log‐likelihood ratio and constrained minimum criterion
2023/01/10 by Min Tsao · 1 citation
Mathematics · #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Advanced Statistical Methods and Models #Akaike information criterion #Bayesian information criterion #Likelihood-ratio test #Statistics #Deviance information criterion #Model selection #Mathematics #Frequentist inference #Information Criteria #Likelihood principle #Sample size determination #Score test #Regression analysis #Selection (genetic algorithm) #Ratio test #Bayesian probability #Likelihood function #Maximum likelihood #Bayesian inference #Computer science #Artificial intelligence #Quasi-maximum likelihood
- Approximate is Better than “Exact” for Interval Estimation of Binomial Proportions
1998/05/01 by Alan Agresti, Brent A. Coull · 1 voice · 151 citations
Mathematics · #Advanced Statistical Methods and Models #Binomial (polynomial) #Binomial distribution #Binomial proportion confidence interval #Combinatorics #Confidence interval #Coverage probability #Interval (graph theory) #Interval estimation #Mathematics #Negative binomial distribution #Nominal level #Poisson distribution #Sample (material) #Sample size determination #Score test #Sequential probability ratio test #Standard error #Statistical Methods and Bayesian Inference #Statistical hypothesis testing #Statistics #Statistics Education and Methodologies #Tolerance interval #Wald test
- Hypothesis Testing with Efficient Method of Moments Estimation
1987/10/01 by Whitney K. Newey, Kenneth D. West · 30 citations
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Econometrics #Economics #Equivalence (formal languages) #Estimating equations #Estimation #Estimation theory #Financial Risk and Volatility Modeling #Generalized least squares #Generalized method of moments #Heteroscedasticity #Lagrange multiplier #Least-squares function approximation #Mathematical optimization #Mathematics #Maximum likelihood #Method of moments (probability theory) #Monetary Policy and Economic Impact #Non-linear least squares #Ordinary least squares #Score test #Statistical Methods and Inference #Statistical hypothesis testing #Statistics #Wald test