The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?
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More about this item
Keywordsclassical statistic; likelihood ratio statistic; nominal framework; perceived framework; score statistic; Wald statistic;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-ECM-2009-10-10 (Econometrics)
- NEP-HPE-2009-10-10 (History & Philosophy of Economics)
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