An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model |
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Authors: | L Pardo MC Pardo |
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Affiliation: | Department of Statistics and Operational Research (I), Complutense University of Madrid, 28040 Madrid, Spain |
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Abstract: | A new family of test statistics for testing linear hypotheses in baseline-category logit models is introduced and its asymptotic distribution is obtained. The new family is a natural extension of the classical likelihood ratio test. A simulation study is carried out to find new test statistics that offer an attractive alternative to the classical likelihood ratio test in terms of both exact size and exact power. |
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Keywords: | Baseline-category logit model Extended likelihood ratio test statistics Linear hypotheses |
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