56 citations · 234 across the 24 of their papers we have counts for
6 papers · 1 filter
Robust and efficient Breusch-Pagan test-statistic: an application of the beta-score Lagrange multipliers test for non-identically distributed individuals
Nirian Martin
In Econometrics, the Breusch-Pagan test-statistic has become an iconic application of the Lagrange multipliers (LM) test. We shall introduce beta-score LM tests for heteroscedastic…
Empirical phi-divergence test statistics in the logistic regression model
A. Felipe, P. Garcia-Segador, N. Martin +2
In this paper we apply divergence measures to empirical likelihood applied to logistic regression models. We define a family of empirical test statistics based on divergence measur…
A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
Ayandrendanath Basu, Abhik Ghosh, Abhijit Mandal +2
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study…
Influence Analysis of Robust Wald-type Tests
Abhik Ghosh, Abhijit Mandal, Nirian Martin +1
We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based o…
Best prediction under a nested error model with log transformation
Nirian Martin, Isabel Molina
In regression models involving economic variables such as income, log transformation is typically taken to achieve approximate normality and stabilize the variance. However, often…
Poisson loglinear modeling with linear constraints on the expected cell frequencies
Nirian Martin, Leandro Pardo
In this paper we consider Poisson loglinear models with linear constraints (LMLC) on the expected table counts. Multinomial and product multinomial loglinear models can be obtained…