doi:10.1080/13504850601018676Joaquim J. S. RamalhoRamalho, J. (2009). A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework. Applied Economics Letters. 16 (5). 489-494.
In this article we derive a test statistic generating equation (TSGE) from which several statistics suitable for testing parametric restrictions in models estimated by the generalized method of moments (GMM) may be obtained. This statistic presents three main features: it is valid for producing ...
Equation: EQ01 Test Statistic Value df Probability F-statistic 10.38003 (1, 10) 0.0091 Chi-square 10.38003 1 0.0013 Null Hypothesis Summary:Normalized Restriction (= 0)Value Std. Err.C(1) - 0.5*C(2) -197.4281 61.27872 Restrictions are...
This time, we use the ADTEST array function to compute the p-value for the test. Since p-value = “>.25”, we conclude that the gamma value is a good fit for the data. Note that p-value = “>.25” simply means that the calculated Anderson-Darling statistic (.3901) is less than...
appropriate numbers and calculate the statistic by hand—you also have access to functions to get appropriate p-values. ———– Here is a longer answer: Let’s start with the Chow test to which many refer. Consider the model y = a + b*x1 + c*x2 + u and say that we...
The normal value Z has a mean equal to 0 and a standard deviation equal to 1, and you can map Z to a statistic X with mean m and standard deviation sd using the equation: X = m + (Z * sd) The simplest way to implement a Gaussian class with a NextGaussian method is represented ...
You run a t-test, which churns out a t-statistic. If this test statistic falls in the top 2.5% or bottom 2.5% of its probability distribution (in this case, the t-distribution), you would reject the null hypothesis. The “cut off” areas created by your alpha levels are called r...
Using the two sample data sets, the demo program calculates a “t-statistic” (t) with value 3.4233 and a “degrees of freedom” (often abbreviated as df, or indicated by the lowercase Greek letter nu, ν) value of 14.937. Then, using the t and df values, a probability value (p-...
Test Statistic Property 1: Define the test statistic wherek= the number of groups,njis the size of thejth group,Rjis the rank sum for thejth group, andnis the total sample size, i.e. Then providednj≥ 5 based on the following null hypothesis: ...
在统计学中,Mann-Whitney U 检验(也称为 Mann-Whitney-Wilcoxon (MWW)、Wilcoxon rank-sum test或 Wilcoxon-Mann-Whitney 检验)是零假设的非参数检验,对于随机选择的值 来自两个种群的 X 和 Y,X 大于 Y 的概率等于 Y 大于 X 的概率。 一、配对资料的符号秩和检验 ...