作者: Denni D Boos , L A Stefanski
DOI: 10.1007/978-1-4614-4818-1_8
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摘要: In Chapter 6 we gave the classical asymptotic chi-squared results for TW, TS, and TLR under ideal conditions, that is, when specified model density f.yI is correct. this chapter give case incorrect, also show how to adjust statistics have usual results. For Wald score tests, these adjusted in generalM-estimation context.We discuss quadratic inference functions of Lindsay Qu (2003) are related Generalized Method Moments (GMM) approach found econometrics literature.