Browsing The Economic and Social Review, Vol. 29, No. 4, October, 1998 by Subject "Model parameter"
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Testing a model parameter when another is unidentified under the null
(Economic & Social StudiesDublin, 1998)Some standard test procedures, such as Score and Likelihood Ratio, replace nuisance parameters by their maximum likelihood estimates under the null hypothesis about the parameter of interest. In some models, however, a ...