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Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments

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Jean-Marie Dufour (CRDE)
Alain Trognon (CRES)

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Abstract

In this paper, we study the invariance properties of various test criteria which have been proposed for hypothesis testing in the context of incompletely specified models, such as models which are formulated in terms of estimating functions (Godambe, 1960) moment conditions and are estimated by generalized method of moments (GMM) procedures (Hansen, 1982), and models estimated by pseudo-likelihood (Gourieroux, Monfort and Trognon, 1984) and M-estimation methods. The invariance properties considered include invariance to (possibly nonlinear) hypothesis reformulations and reparameterizations. The test statistics examined include Wald-type, LR-type, LM-type, score-type, and C(alpha)-type criteria. Extending the approach used in Dagenais and Dufour (1991), we show first that all these test statistics except the Wald-type ones are invariant to equivalent hypothesis reformulations (under usual regularity conditions), but all five of them are not generally invariant to model reparameterizations, including measurement unit changes in nonlinear models. In other words, testing two equivalent hypotheses in the context of equivalent models may lead to completely different inferences. For example, this may occur after an apparently innocuous rescaling of some model variables. Then, in view of avoiding such undesirable properties, we study restrictions that can be imposed on the objective functions used for pseudo-likelihood (or M-estimation) as well as the structure of the test criteria used with estimating functions and GMM procedures to obtain invariant tests. In particular, we show that using linear exponential pseudo-likelihood functions allows one to obtain invariant score-type and C(alpha)-type test criteria, while in the context of estimating function (or GMM) procedures it is possible to modify a LR-type statistic proposed by Newey and West (1987) to obtain a test statistic that is invariant to general reparameterizations. The invariance associated with linear exponential pseudo-likelihood functions is interpreted as a strong argument for using such pseudo-likelihood functions in empirical work.

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Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1420.

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Date of creation: 01 Aug 2000
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Handle: RePEc:ecm:wc2000:1420

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  2. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May. [Downloadable!] (restricted)
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  3. Dagenais, M.G. & Dufour, J.M., 1987. "Invariance, Nonlinear Models and Asymptotic Tests," Cahiers de recherche 8738, Universite de Montreal, Departement de sciences economiques.
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  4. Jose Burguete & A. Ronald Gallant & Geraldo Souza, 1982. "On unification of the asymptotic theory of nonlinear econometric models," Econometric Reviews, Taylor and Francis Journals, vol. 1(2), pages 151-190. [Downloadable!] (restricted)
  5. Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September. [Downloadable!] (restricted)
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  6. Newey, Whitney K & West, Kenneth D, 1987. "Hypothesis Testing with Efficient Method of Moments Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 777-87, October. [Downloadable!] (restricted)
  7. Dagenais, Marcel G. & Dufour, Jean-Marie, 1992. "On the lack of invariance of some asymptotic tests to rescaling," Economics Letters, Elsevier, vol. 38(3), pages 251-257, March. [Downloadable!] (restricted)
  8. Lafontaine, Francine & White, Kenneth J., 1986. "Obtaining any Wald statistic you want," Economics Letters, Elsevier, vol. 21(1), pages 35-40. [Downloadable!] (restricted)
  9. Gregory, Allan W & Veall, Michael R, 1985. "Formulating Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 53(6), pages 1465-68, November. [Downloadable!] (restricted)
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  1. Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004. "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings 153, Econometric Society. [Downloadable!]
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