Gradient test under non-parametric random effects models
The gradient test proposed by Terrell (2002) is an alternative to the likelihood ratio, Wald and Rao tests. The gradient statistic is the result of the inner product of two vectors — the gradient of the likelihood under null hypothesis (hence the name) and the result of the difference between the es...
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Durham University
2018
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Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.743158 |