Conflict among testing procedures?

Daniel F. Kohler

Expert InsightsPublished 1982

This paper demonstrates that under certain conditions the Lagrange Multiplier test provides a better approximation to the asymptotic Chi Square distribution than the more familiar Wald and Likelihood Ratio tests.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1982
  • Pages: 8
  • Document Number: P-6765

Citation

Chicago Manual of Style

Kohler, Daniel F., Conflict among testing procedures? Santa Monica, CA: RAND Corporation, 1982. https://www.rand.org/pubs/papers/P6765.html.
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